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Modeling the changing asymmetry of conditional variances
Fornari, Fabio; Mele, Antonio - In: Economics Letters 50 (1996) 2, pp. 197-203
Persistent link: https://www.econbiz.de/10005257530
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A stochastic variance model for absolute returns
Fornari, Fabio; Mele, Antonio - In: Economics Letters 46 (1994) 3, pp. 211-214
Persistent link: https://www.econbiz.de/10005257981