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1
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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An assessment of alternative models of financial market volatility
Bilson, John F. O.
- In:
The Handbook of risk
,
(pp. 57-78)
.
2003
Persistent link: https://www.econbiz.de/10001739036
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