A1 Refereed original research article in a scientific journal

On the ARCH model with stationary liquidity



Authors: Marko Voutilainen, Pauliina Ilmonen, Soledad Torres, Ciprian Tudor, Lauri Viitasaari

Publication year: 2020

Journal: Metrika

DOI: https://doi.org/https://doi.org/10.1007/s00184-020-00779-x



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Last updated on 2024-26-11 at 22:33