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Search: subject:"GARCH-jump mixture model"
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015046799
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