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Journal of Econometrics
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed El
;
Zakoian, Jean-Michel
- In:
Journal of Econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10005192615
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