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Journal of Econometrics 52 (1992) 5-59. North-Holland ARCH modeling in finance* A review of the theory and empirical evidence Copyright By PowCoder代写 加微信 powcoder Northwestern Unirwsity, Er,anston, IL 60208, USA Ray Y. Institute of Technoloa, Atlanta, GA 30332, USA Kenneth F. Kroner University of Arizona, Tucson, AZ 85721, USA Although volatility clustering has a long […]
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