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Based on GARCH Model international dry bulk freight index of volatility

Author: LuXingLin
Tutor: YangHuaLong
School: Dalian Maritime University
Course: Transportation Planning and Management
Keywords: International dry bulk freight index Persistence and sensitivity Leverage GARCH model
CLC: F224
Type: Master's thesis
Year: 2010
Downloads: 109
Quote: 0
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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