Variance Targeting Estimator for GJR-GARCH under Model’s Misspecification
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Sains Malaysiana
سال: 2018
ISSN: 0126-6039
DOI: 10.17576/jsm-2018-4709-30