Classification of GARCH time series: an empirical investigation
| Year of publication: |
2008
|
|---|---|
| Authors: | Kalantzis, T. ; Papanastassiou, D. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 9, p. 759-764
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