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~isPartOf:"Journal of econometrics"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Realized stochastic
volatility
with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
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