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Rahim M.A.A.; Zahari S.M.; Shariff S.S.R.
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Rahim M.A.A.; Zahari S.M.; Shariff S.S.R.
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Variance targeting estimator for GJR-GARCH under model’s misspecification
by
Rahim
M.A.A
.;
Zahari
S.
M
.;
Shariff
S.S.
R
.
Published in
Sains Malaysiana
(2018)
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