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GARCH models with changes in variance: An approximation to risk measurements
Aragó, Vicent, Fernández-Izquierdo, ÁngelesVolume:
4
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/palgrave.jam.2240108
Date:
December, 2003
File:
PDF, 216 KB
english, 2003