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Num Mark Subjects (1-2 of 2) Year Entries
2 Found
1 GARCH model. : Handbook of volatility models and their applications / edited by Luc Bauwens, Christian Hafner, Sebastien Laurent  2012 1
2 GARCH model -- Study and teaching : Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018) / Feng Shi  2019 1
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