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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"MPRA Paper"
~person:"Ari, Yakup"
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Ari, Yakup
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Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH
Ari, Yakup
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Volkswirtschaftliche Fakultät, …
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2012
Non-linearity is the general characteristic of financial series. Thus, common non-linear models such as GARCH,
EGARCH
…
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