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Pamungkas, Bintoro Ady, Department of Mathematics & Data Science, Universitas Kristen Satya Wacana, Indonesia
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ComTech: Computer, Mathematics and Engineering Applications Vol. 11 No. 2 (2020): ComTech - Articles
Volatility Fitting Performance of QGARCH(1,1) Model with Student-t, GED, and SGED Distributions
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