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Ish: 976 Is GARCH(1,1)\text{GARCH}(1,1) enough to model the volatility of exchange rates?
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Maqola19787 iqtibosABIOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle
MaqolaOchiq kirish19935 iqtibosABI