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Modeling the changing asymmetry of conditional variances

By Antonio Mele and Fabio Fornari
Topics: HG Finance
Publisher: Elsevier
Year: 1996
DOI identifier: 10.1016/0165-1765(95)00736-9
OAI identifier: oai:eprints.lse.ac.uk:19607
Provided by: LSE Research Online
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