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Specification tests for asymmetric GARCH

Gustaf E. Hagerud
Year of publication:
1997
Authors: Hagerud, Gustaf E.
Institutions: Ekonomiska forskningsinstitutet <Stockholm> (contributor)
Publisher: Stockholm : Stockholm School of Economics, the Economic Research Inst.
Subject: Börsenkurs | Share price | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Heteroskedastizitätsanalyse
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