The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Sains Malaysiana
سال: 2017
ISSN: 0126-6039
DOI: 10.17576/jsm-2017-4601-14