Modeling investment guarantees in Japan: A risk-neutral GARCH approach
| Year of publication: |
2011
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|---|---|
| Authors: | Ng, Andrew Cheuk-Yin ; Li, Johnny Siu-Hang ; Chan, Wai-Sum |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 20.2011, 1, p. 20-27
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