| 089 / 2 |
A flexible parametric GARCH model with an application to exchange rates
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2016/11/22 |
| 091 / 1 |
An Assessment of Empirical Model Performance When Financial Market Transactions are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
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2016/12/21 |
| 090 / 1 |
Modeling asian stock returns with a more general parametric GARCH specification
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2017/02/23 |