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Number of items: 5.

C

Cassim, Lucius (2018): A semi-parametric GARCH (1, 1) estimator under serially dependent innovations.

Cassim, Lucius (2018): Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model.

Cassim, Lucius (2018): Non-parametric Estimation of GARCH (2, 2) Volatility model: A new Algorithm.

Chiwaula, Levison and Waibel, Hermann (2011): Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment.

M

Mussa, Richard (2009): Household economic status, schooling costs, and schooling bias against non-biological children in Malawi.

This list was generated on Mon Jan 25 12:37:32 2021 CET.
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