Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
| Year of publication: |
2012
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|---|---|
| Authors: | Kao, Lie-Jane ; Wu, Po-Cheng ; Lee, Cheng-Few |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 21.2012, 1, p. 115-130
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