A full jump switching level GARCH model for short-term interest rate
| Year of publication: |
2012
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|---|---|
| Authors: | Sheu, Her-Jiun ; Lee, Hsiang-Tai |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 6 (1.3.), p. 479-490
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