A Flexible Parametric GARCH Model with an Application to Exchange Rates
| Year of publication: |
2001
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|---|---|
| Authors: | Wang, K.-L. ; Fawson, C. ; Barrett, C.B. ; McDonald, J.B. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 16.2001, 4, p. 521-536
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