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The generalized Additive Nonparametric GARCH Model --With application to the Chinese stock market

Ai Jun Hou Department of Economics School of Economics and Management Lund University. Lund Fudan Economic Forum , Nov 2007. The generalized Additive Nonparametric GARCH Model --With application to the Chinese stock market. 1. Introduction. 2. The basic Model. 3. Simulation experiments.

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The generalized Additive Nonparametric GARCH Model --With application to the Chinese stock market