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Articles (2009), Studies in Nonlinear Dynamics and Econometrics, 13 (3), pp. 1-30

Mixed Exponential Power Asymmetric Conditional Heteroskedasticity

BOUADDI Mohammed, Rombouts Jeroen

BOUADDI, M. and ROMBOUTS, J. (2009). Mixed Exponential Power Asymmetric Conditional Heteroskedasticity. Studies in Nonlinear Dynamics and Econometrics, 13(3), pp. 1-30.