Exponential-Type GARCH Models With Linear-in-Variance Risk Premium
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Publication:6617781
DOI10.1080/07350015.2019.1691564zbMATH Open1547.62744MaRDI QIDQ6617781
Christian M. Hafner, Dimitra Kyriakopoulou
Publication date: 11 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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