GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model
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Publication:3368216
DOI10.2202/1558-3708.1035zbMath1078.91564OpenAlexW1982671539MaRDI QIDQ3368216
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1035
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