Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model
| Year of publication: |
2002
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|---|---|
| Authors: | Forsberg, Lars ; Bollerslev, Tim |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 535-548
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