Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model

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ID: 69901
2019
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jawadi2019modelingannals Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Jawadi, F.
Journal annals of operations research
Year 2019
DOI 10.1007/s10479-018-2793-3
URL
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