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DEVELOPMENT OF VOLATILITY MODELS WITH ASYMMETRIC ERROR INNOVATIONS

ADENIJI, Oyebimpe Emmanuel (2019-04)

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Author
- ADENIJI, Oyebimpe Emmanuel (1)
Subject
- GARCH models, Generalised beta skewed–t distribution, Generalised length biased Scaleddistribution, Root mean square error. (1)
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Date Issued
- 2019 (1)