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person:"McAleer, Michael"
~isPartOf:"Economics letters"
~person:"Kaeck, Andreas"
~subject:"Scientific modelling"
~subject:"Volatility"
~type:"article"
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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