The Good and Bad Volatility : A New Class of Asymmetric Heteroskedastic Models
Year of publication: |
2020
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Authors: | BenSaïda, Ahmed |
Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 83.2020, 2 (27.08.), p. 540-570
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Publisher: |
Wiley |
Saved in:
Online Resource
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