keyword Asymmetric Volatility / (1 Article)
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Writer : Hasan، Abu ؛ Wadud، Abdul ؛
Journal:International Journal of Business and Development Studies»Autumn 2016, Volume 8 - Number 1 Ranking Science-Research (Ministry of Science/ISC (16 page(s) - From 61 to 76 )
Keywords:GARCHHeteroskedasticityVolatility ClusteringAsymmetric Volatility
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