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~isPartOf:"Journal of econometrics"
~person:"Bekaert, Geert"
~subject:"ARCH model"
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Bekaert, Geert
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Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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