Comparison Results for GARCH Processes

Comparison Results for GARCH Processes

Bellini, Fabio, Pellerey, Franco, Sgarra, Carlo, Yasaei Sekeh, Salimeh
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Volume:
51
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1409932667
Date:
September, 2014
File:
PDF, 165 KB
2014
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