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Double Asymmetric GARCH-MIDAS model - new insights and results
Double Asymmetric GARCH-MIDAS model - new insights and results
2020
Alessandra Amendola
Candila Vincenzo
Giampiero M. Gallo
Keywords:
Volatility (finance)
Economics
Asymmetry
Autoregressive conditional heteroskedasticity
Econometrics
Correction
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