Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
| Year of publication: |
2004
|
|---|---|
| Authors: | Brännäs, Kurt ; Gooijer, Jan G.De |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 23.2004, 3, p. 155-172
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