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Polska Akademia Nauk
Central European Journal of Economic Modelling and Econometrics
On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process
Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries
Kouretas G. P.
Syllignakis M. N.
A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
Letter from Editors