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The top documents tagged [arch process]
GARCH Models and Asymmetric GARCH models. VECM (Review) Cointegrating Eq: R1(-1)1.000000 R10(-1) -0.980444 (0.07657) [-12.8046] C 0.603495 Error Correction:D(R1)D(R10)
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How volatile are East Asian stocks during high volatility periods? A workshop paper by Carlos C. Bautista College of Business Administration University
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