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Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the euro): the GARCH-NIG model
Authors: Forsberg, Lars Bollerslev, Tim
Citation: Forsberg, Lars et Bollerslev, Tim, Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the euro): the GARCH-NIG model, Journal of applied econometrics , 17(5), 2002, pp. 535-548
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