Measuring volatility using bilinear GARCH models

Original Articles

Measuring volatility using bilinear GARCH models

Published in: Investment Analysts Journal
Volume 29 , issue 52 , 2000 , pages: 7–10
DOI: 10.1080/10293523.2000.11082408
Author(s): N Biekpe [AN0001] , MJ Moore [AN0002]
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