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Contribution Details
| Type | Working Paper |
| Scope | Discipline-based scholarship |
| Title | ALRIGHT: Asymmetric LaRge-Scale (I)GARCH with Hetero-Tails |
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| Series Name | Swiss Finance Institute Research Paper |
| Number | 10-27 |
| Date | 2010 |
| Official URL | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1628146 |
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