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Number of items: 3.

5 May 2018

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

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

18 May 2018

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

This list was generated on Mon Oct 14 14:03:28 2019 CEST.
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