Magdalena E. Sokalska

affiliation not provided to SSRN

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Scholarly Papers (1)

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Citation 2

High Frequency Multiplicative Component GARCH

NYU Working Paper No.
Number of pages: 29 Posted: 03 Nov 2008
Magdalena E. Sokalska, Ananda Chanda and Robert F. Engle
affiliation not provided to SSRN, Morgan Stanley and New York University (NYU) - Department of Finance
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Abstract:

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