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Statistical inadequate of GARCH models for Asian stock markets: evidence and implication

Lim, Kian Ping et al.

Statistical inadequate of GARCH models for Asian stock markets: evidence and implication J5658 2005 - 2005 - 263-279 V. 4 Issue. 3

Subjects--Topical Terms:
Finance

Subjects--Index Terms: GARCH;Non stationarity;Data generating process;Bicorrelation;Asian stock markets;

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