"EGARCH Model with Weighted Liquidity."

Ciprian A. Tudor, Cristiana Tudor (2014)

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DOI: 10.1080/03610918.2012.725496

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ciprian A. Tudor, Cristiana Tudor:
EGARCH Model with Weighted Liquidity. Commun. Stat. Simul. Comput. 43(5): 1133-1142 (2014)

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