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Arch type models - PowerPoint PPT Presentation

Yaw-Huei Wang National Central University Co-authored with Chih-Chiang Hsu

The Performance of GARCH Models with Short-memory, Long-memory, or Jump Dynamics: Evidence from Global Financial Markets. Yaw-Huei Wang National Central University Co-authored with Chih-Chiang Hsu National Central University. Motivation.

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Arch type models - PowerPoint PPT Presentation

Yaw-Huei Wang National Central University Co-authored with Chih-Chiang Hsu