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Volumn 51, Issue 2, 2006, Pages 1293-1311

An analysis of the flexibility of Asymmetric Power GARCH models

Author keywords

Power GARCH; Stock market; Value at risk; Volatility

Indexed keywords

MATHEMATICAL MODELS; PARAMETER ESTIMATION; RISK MANAGEMENT; STATISTICAL METHODS;

EID: 33750326257     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.11.002     Document Type: Article
Times cited : (27)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.