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A Comparative History of Commerce and Industry, Volume II offers a subjective review of how the cultural, social and economic institutions of commerce and industry evolved in industrialized nations to produce the institution we now know as business enterprise.
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This paper presents and compares several time-series models for returns of broadbased stock indices. These models nest a nonlinear asymmetric GARCH (NGARCH) model as a special case. Some of these models are empirically motivated ad-hoc specifications others are derived from a representative...
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