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ORCID"On the Statistical GARCH Model for Managing the Risk by Employing a ..."
Hoang Viet Long et al. (2020)
- Hoang Viet Long
, Haifa Bin Jebreen, Ioannis Dassios, Dumitru Baleanu:
On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance. Symmetry 12(10): 1698 (2020)
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