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Applications of Asymmetric GARCH Models with Conditional Distributions

Emma Ran Li

LAP Lambert Academic Publishing 11.10.2012 - 2012
Nar: - 52 S. PDesc:
Print on Demand - Print on Demand - Lieferbar innerhalb von 3-5 Werktagen

The purpose of this honors thesis is to find an appropriate GARCH (Generalized Autoregressive Con...

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