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- 2014
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Mark
Leverage effect for volatility with generalized Laplace error
(
- Contribution to journal › Article
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Mark
On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
(
- Contribution to journal › Article
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Mark
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article