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Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities
(Articles)
Junqi Chen
,
Hui Li
,
Yan Lv
Journal of Financial Risk Management
Vol.11 No.2
,June 30, 2022
DOI:
10.4236/jfrm.2022.112023
323
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1,923
Views
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Empirical Study on Overreaction and Underreaction in Chinese Stock Market Based on ANAR-TGARCH Model
(Articles)
Yong Fang
Journal of Financial Risk Management
Vol.2 No.4
,October 31, 2013
DOI:
10.4236/jfrm.2013.24012
6,257
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10,768
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