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GARCH-Type modeling of stock market returns for the pre-crisis countries |
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| Authors: | Erhan Demireli |
| Institution: | Faculty of Economics and Administrative Sciences, Dokuz-Eylul University, Buca-IZMIR 35160, Turkey |
| Abstract: | GARCH skewed Student-t distribution stock market returns |
| Keywords: | GARCH skewed Student-t distribution stock market returns |
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