On the origin of high persistence in GARCH-models
| Year of publication: |
2012
|
|---|---|
| Authors: | Krämer, Walter ; Tameze, Baudouin ; Christou, Konstantinos |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 114.2012, 1, p. 72-76
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