Modeling conditional volatility by incorporating non-regular trading hours into the APARCH model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Revista Contabilidade & Finanças
سال: 2019
ISSN: 1808-057X,1519-7077
DOI: 10.1590/1808-057x201806100