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~isPartOf:"Computational economics"
~person:"Asai, Manabu"
~subject:"ARCH model"
~subject:"Value-at-risk"
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On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
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