A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH
| Year of publication: |
2007
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|---|---|
| Authors: | Bauer, Christian |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 13.2007, 1, p. 65-88
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