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~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
~subject:"Cost of capital"
~subject:"Futures exchange"
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A censored - GARCH model of asset returns with price limits
Wei, Steven X.
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 197-223
Persistent link: https://www.econbiz.de/10001655809
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