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SSRN Electronic Journal 2013

Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012

Ardia, David, Hoogerheide, Lennart F.
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2226406
File:
PDF, 648 KB
english, 2013
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