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A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
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2018
Persistent link: https://www.econbiz.de/10012671142
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2
Socially responsible investment and market performance : the case of energy and resource firms
Brzeszczyński, Janusz
;
Ghimire, Binam
;
Jamasb, Tooraj
; …
-
2016
Persistent link: https://www.econbiz.de/10011455760
Saved in:
3
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011630744
Saved in:
4
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
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2015
Persistent link: https://www.econbiz.de/10011312241
Saved in:
5
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
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