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~isPartOf:"The European Journal of Finance"
~source:"repec"
~subject:"ARMA-ARCH/GARCH"
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Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market
Solibakke, P. B.
- In:
The European Journal of Finance
11
(
2005
)
2
,
pp. 111-136
hypothesis. Therefore, three non-linear models of asset returns are formulated applying ARMA-
GARCH
specifications for the …
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