Fourth moment structure of a family of first-order exponential GARCH models
| Hlavní autoři: | , , |
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| Korporativní autor: | |
| Typ dokumentu: | Kniha |
| Jazyk: | angličtina |
| Rok: |
Stockholm :
Stockholm School of Economics,
1999
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| Edice: | Working paper series in economics and finance;
no. 345; November 1999 |
| Témata: |