Small sample properties of GARCH estimates and persistence
Year of publication: |
2006
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Authors: | Hwang, Soosung ; Valls Pereira, Pedro |
Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 12.2006, 6, p. 473-494
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Saved in:
Saved in favorites
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