A Closer Look at the Relation between GARCH and Stochastic...

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SSRN Electronic Journal 2003

A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility

Fleming, Jeff, Kirby, Chris
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.430400
File:
PDF, 887 KB
english, 2003
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