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A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns. (2004). Saikkonen, Pentti ; Lanne, Markku.
In: Econometric Society 2004 North American Summer Meetings.
RePEc:ecm:nasm04:469.

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Cited: 3

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Cites: 18

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Cocites: 35

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Citations

Citations received by this document

  1. Modelling Good and Bad Volatility. (2009). Pelagatti, Matteo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:13:y:2009:i:1:n:2.

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  2. A Geostatistical Approach to Define Guidelines for Radon Prone Area Identification. (2007). Borgoni, Riccardo ; de Bartolo, Daniela ; Quatto, Piero ; Soma, Giorgio.
    In: Working Papers.
    RePEc:mis:wpaper:20071102.

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  3. Modelling good and bad volatility. (2007). Pelagatti, Matteo.
    In: Working Papers.
    RePEc:mis:wpaper:20071101.

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References

References cited by this document

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