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subject:"Volatility"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Alberg, Dima"
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Alberg, Dima
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Applied financial economics
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Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
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