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Modelling volatility by multiplicative decomposition of the variance

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Fonte

(2011)
https://pure.au.dk/portal/en/persons/timo-terasvirta(dcf45940-3e5e-4f68-b513-d619cd9a25da)/publications/modelling-volatility-by-multiplicative-decomposition-of-the-variance(79ce6e58-b29d-41c3-ac4f-3a2b258c1351).html