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Dec 30 2022 Tucker S McElroy
  Stationary parameterization of GARCH processes
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Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka
  Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria
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Dec 13 2015 Steffen Ahrens and Matthias Hartmann
  Cross-sectional evidence on state-dependent versus time-dependent price setting
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Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
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