An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility.
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| Title: | An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility. |
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| Authors: | Zhang, Ziyi1 (AUTHOR), Li, Wai Keung1 (AUTHOR) hrntlwk@hku.hk |
| Source: | Economies. Jun2019, Vol. 7 Issue 2, p58. 1p. |
| Database: | Business Source Ultimate |
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