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garches » marches, arches, garces

1
by Guillaume, Dominique M.
Published 2000
Springer US
Table of Contents: ... -- 4.3 Results -- 4.4 Conclusion -- 5 On the Intradaily Performance of GARCH Processes -- 5.1...

2
by Cheung, Yin-Wong
Published 2011
Emerald
Table of Contents: ... crises : smooth-transition correlation VAR-GARCH approach / Yushi Yoshida -- ch. 4. The link between FX...