Time-varying leverage effects
Year of publication: |
2012
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Authors: | Bandi, Federico M. ; RenĂ², Roberto |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 1, p. 94-114
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