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      Optimal dynamic hedging via copula-threshold-GARCH models

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      Mathematics and Computers in Simulation
      Elsevier BV

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          Generalized autoregressive conditional heteroskedasticity

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            Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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              Conditional Heteroskedasticity in Asset Returns: A New Approach

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                Author and article information

                Journal
                Mathematics and Computers in Simulation
                Mathematics and Computers in Simulation
                Elsevier BV
                03784754
                April 2009
                April 2009
                : 79
                : 8
                : 2609-2624
                Article
                10.1016/j.matcom.2008.12.010
                62237759-636c-4437-af0d-3d17ac6fac7a
                © 2009

                http://www.elsevier.com/tdm/userlicense/1.0/

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