Fat tails and asymmetry in financial volatility models.
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Publication:1427747
DOI10.1016/S0378-4754(03)00101-0zbMath1062.91040MaRDI QIDQ1427747
Peter Verhoeven, Michael McAleer
Publication date: 14 March 2004
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
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