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~person:"Becker, Axel"
~person:"Engle, Robert F."
~isPartOf:"The review of financial studies"
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Structural GARCH : the volatility-leverage connection
Engle, Robert F.
;
Siriwardane, Emil N.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 449-492
Persistent link: https://www.econbiz.de/10011925224
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