A Modified GARCH Model with Spells of Shocks

Asia-Pacific Financial Markets 2005 / 03 Vol. 12; Iss. 1

A Modified GARCH Model with Spells of Shocks

Qingfeng Liu, Kimio Morimune
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Volume:
12
Language:
english
Pages:
16
DOI:
10.1007/s10690-006-9011-z
Date:
March, 2005
File:
PDF, 265 KB
english, 2005
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