Non‐linear GARCH models for highly persistent volatility
Open Access
- 1 July 2005
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 8 (2), 251-276
- https://doi.org/10.1111/j.1368-423x.2005.00163.x
Abstract
No abstract availableKeywords
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