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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Ding, Yashuang"
~subject:"CAPM"
~subject:"Deregulation"
~subject:"Financial crisis"
~subject:"Investment-based asset pricing"
~subject:"Volatility"
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Ding, Yashuang
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Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
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2021
Persistent link: https://www.econbiz.de/10013262866
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Diffusion limits of real-time GARCH
Ding, Yashuang
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2020
Persistent link: https://www.econbiz.de/10013206472
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Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
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2020
Persistent link: https://www.econbiz.de/10013206474
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