Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A Multi-Country Study
- 期刊名称SSRN Electronic Journal
- 作者Conrad, Christian; Karanasos, Menelaos; Zeng, Ning
- 电子ISSN1556-5068
- 文件大小277.39KB
- 发表时间2009
- DOI10.2139/ssrn.1191942
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