Statistical properties of the asymmetric power ARCH process
| Hlavní autoři: | , |
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| Korporativní autor: | |
| Typ dokumentu: | Kniha |
| Jazyk: | angličtina |
| Rok: |
Stockholm :
Stockholm School of Economics,
1997
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| Edice: | Working paper series in economics and finance;
no. 199; September 1997 |
| Témata: |