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The accuracy of asymmetric GARCH model estimation

Amélie Charles
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  • PersonId : 933569
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hal-01943883 , version 1 (28-12-2020)

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  • HAL Id : hal-01943883 , version 1

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Olivier Darné, Amélie Charles. The accuracy of asymmetric GARCH model estimation. 2020. ⟨hal-01943883⟩
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