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Pre One:Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets, Romanian Statistical Review, 2015, 63(1): 57-70
Next One:Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process, Journal of Systems Science and Complexity--English Series, 2015, 28(6): 1412-1425