A Data-Dependent Approach to Modeling Volatility in Financial Time Series
Autor: | Di, Jianing, Gangopadhyay, Ashis |
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Zdroj: | Sankhyā: The Indian Journal of Statistics, Series B (2008-), 2015 May 01. 77(1), 1-26. |
Databáze: | JSTOR Journals |
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