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Reference/Originators/Jean-Michel Zakoian; related work by Glosten, Jagannathan & Runkle

Jean-Michel Zakoian; related work by Glosten, Jagannathan & Runkle

Methods attributed to this originator across the library, derived from each method’s recorded source.

1 method
1 field
1993 publication span
Econometrics1 method
Nonlinear TGARCH model1993
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