"An analysis of the flexibility of Asymmetric Power GARCH models."

Thierry Ané (2006)

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DOI: 10.1016/J.CSDA.2005.11.002

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type: Journal Article

metadata version: 2020-02-18

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Thierry Ané:
An analysis of the flexibility of Asymmetric Power GARCH models. Comput. Stat. Data Anal. 51(2): 1293-1311 (2006)

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