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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"SSE EFI working paper series in economics and finance"
~person:"Rewat Khanthaporn"
~subject:"ARCH model"
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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