Forecasting volatility with asymmetric smooth transition dynamic range models
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Edward M.H. ; Chen, Cathy W.S. ; Gerlach, Richard |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 2, p. 384-400
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