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GARCH models under power transformed returns: Empirical evidence from international stock indices

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  • BERANDA
  • Publikasi
24 Jul
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By Didit

Nugroho, D. B., Mahatma, T., Pratomo, Y. (forthcoming) GARCH models under power transformed returns: Empirical evidence from international stock indices. Austrian Journal of Statistics, Vol. , No., pp. . Publisher: Austrian Statistical Society. DOI: . ISSN: 1026-597X. Indexed: Scopus Q2 SJR 0.59 (2019), Wos ESCI. IF (via Publish or Perish): 0.775.

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