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Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Lüders, Erik; Schröder, Michael - 2004
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10010297345
Cover Image
Modeling Asset Returns: A Comparison of Theoretical and Empirical Models
Schröder, Michael; Lüders, Erik - 2004
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10010298005