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June 20, 2008Applied Financial Economics

Estimating stock market volatility using asymmetric GARCH models

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Authors

DADima AlbergSami Shamoon College of EngineeringHSHaim ShalitBen-Gurion University of the NegevRYRami YosefBen-Gurion University of the Negev

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Alberg et al. (2008) studied this question.

synapsesocial.com/papers/6a1d03bd102421609404bdcchttps://doi.org/10.1080/09603100701604225
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