Contemporaneous asymmetry in GARCH processes
Year of publication: |
2001
|
---|---|
Authors: | Babsiri, Mohamed El ; Zakoian, Jean-Michel |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 101.2001, 2, p. 257-294
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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