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Browsing by Subject GARCH model

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Issue DateTitleAuthor(s)
2011Contemporaneous-threshold smooth transition GARCH modelsDueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F
2010Negative volatility spillovers in the unrestricted ECCC-GARCH modelConrad, C; Karanasos, M
2011Stock market and economic growth: Evidence from three CEECsCaporale, GM; Spagnolo, N
Showing results 1 to 3 of 3