Modelling and Analysis of Volatility in Time Series Data
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Publisher
Springer Singapore
Link
http://link.springer.com/content/pdf/10.1007/978-981-13-3393-4_62
Reference18 articles.
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4. Sarkar, N.: Arch model with Box–Cox transformed dependent variable. Stat. Probab. Lett. Indian Statistical Institute, Economic Research Unit (2000)
5. AL-Najjar, D.: Modelling and estimation of volatility using ARCH/GARCH models in Jordan’s stock market. Asian J. Financ Account. 8(1) (2016). ISSN 1946-052X
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