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Asymmetric volatility in emerging and mature markets

Jayasuriya, Shamila et al.

Asymmetric volatility in emerging and mature markets 2009 - 2009 - 25-43 V. 8 Issue. 1

Subjects--Topical Terms:
Finance

Subjects--Index Terms: Asymmetric volatility;Emerging markets;Asymmetric power GARCH;

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