Contemporaneous asymmetry in GARCH processes

Mohamed El Babsiri and Jean-Michel Zakoian

Journal of Econometrics, 2001, vol. 101, issue 2, 257-294

Date: 2001
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Working Paper: Contemporaneous Asymmetry in GARCH Processes (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:101:y:2001:i:2:p:257-294

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