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ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails

ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails

AuthorM. Paolella, P. Polak
JournalInternational Review of Economics and Finance
Date1 Jan. 2015
CategoryAcademic Publications
Volumevol. 40 (10-27), pp 282-297

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