Ananda Chanda

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

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Scholarly Papers (1)

1.
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Citation 2

High Frequency Multiplicative Component GARCH

NYU Working Paper No.
Number of pages: 29 Posted: 03 Nov 2008
affiliation not provided to SSRN, Morgan Stanley and New York University - Leonard N. Stern School of Business - Department of Economics
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Abstract:

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