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Volatility leverage ARCH models with non-Gaussian shocks
Örebro University, Örebro University School of Business.ORCID iD: 0000-0002-1488-4703
Department of Statistics, Lund University, Lund, Sweden.
2019 (English)Conference paper, Oral presentation only (Refereed)
Place, publisher, year, edition, pages
2019.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:oru:diva-90791OAI: oai:DiVA.org:oru-90791DiVA, id: diva2:1540718
Conference
12th Annual Meeting of the Society for Financial Econometrics (SoFiE), Shanghai, China, June 12-14, 2019
Available from: 2021-03-30 Created: 2021-03-30 Last updated: 2021-03-30Bibliographically approved

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Javed, Farrukh

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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Language
  • de-DE
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