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The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
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This special issue is a collection of papers that address three questions of critical importance to the design of eco-labeling marketing strategies and policies. These three questions deal respectively with the efficiency of eco-labels when considering market structure and trade, the credibility...
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