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Exploring the Priced Factors in ICAPM in Japan
Chikashi TSUJI
Mod. Econ.
Vol.2 No.4, September 21, 2011
DOI:
10.4236/me.2011.24078
(PDF 167K)
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Semiparametric Estimation of Multivariate GARCH Models
Claudio Morana
Open J. Stat.
Vol.5 No.7, December 30, 2015
DOI:
10.4236/ojs.2015.57083
(PDF 269K)
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Volatility in High-Frequency Intensive Care Mortality Time Series: Application of Univariate and Multivariate GARCH Models
John L. Moran,
Patricia J. Solomon
Open J. Appl. Sci.
Vol.7 No.8, August 11, 2017
DOI:
10.4236/ojapps.2017.78030
(PDF 4622K)
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Fitting the Nigeria Stock Market Return Series Using GARCH Models
U. Usman,
H. M. Auwal,
M. A. Abdulmuhyi
Theor. Econ. Lett.
Vol.7 No.7, December 14, 2017
DOI:
10.4236/tel.2017.77147
(PDF 669K)
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A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks
Baoqian Wang,
Cheng Wang,
Xikun Zhang
Mod. Econ.
Vol.3 No.6, October 31, 2012
DOI:
10.4236/me.2012.36097
(PDF 142K)
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