Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
| Year of publication: |
2004
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|---|---|
| Authors: | Degiannakis, Stavros |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 14.2004, 18, p. 1333-1342
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