"How Does Sample Size Affect GARCH Models?"

H. S. Ng, Kai-Pui Lam (2006)

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DOI: 10.2991/JCIS.2006.139

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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H. S. Ng, Kai-Pui Lam:
How Does Sample Size Affect GARCH Models? JCIS 2006

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