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Browsing by Author « Zernov, Serguei »

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Circuit Breakers and the Tail Index of Equity Returns
Galbraith, John; Zernov, Serguei
Issue Date : 2002-06

Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
Galbraith, John; Zernov, Serguei; Zinde-Walsh, Victoria
Issue Date : 2001-11

Showing results 1 to 2 of 2

 

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