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The top documents tagged [volatility clustering]
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volatility clustering
Engle (2004)
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Arch and Garch
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ARCH and GARCH
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Overview 2006-2007 A. De Martino, I. Giardina, E. Marinari, I. Perez Castillo, A. Tedeschi, M. Virasoro.
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Does a Tobin Tax Make Sense?
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Visualizing Eurozone Bond Crisis
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Chapter_4
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