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~isPartOf:"Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski"
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Bivariate GARCH models for single asset returns
Skoczylas, Tomasz
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Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
-
2015
approach focuses on
joint
distribution
of returns and observed volatility, measured by Garman-Klass variance estimator, and it …
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