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"Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and ..."
Congcong Wang, Rongda Chen (2013)
- Congcong Wang, Rongda Chen:
Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and Distributional Assumption in Garch Models. BIFE 2013: 355-358
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