All in the family : nesting symmetric and asymmetric GARCH models
Year of publication: |
1995
|
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Authors: | Hentschel, Ludger |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 39.1995, 1, p. 71-104
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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