Cite
HARVARD Citation
Corelli, A. (2019). GARCH volatilities applied to an asset selection algorithm: the case of fixed income markets. International journal of bonds and derivatives. pp. 52-62. [Online].
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Corelli, A. (2019). GARCH volatilities applied to an asset selection algorithm: the case of fixed income markets. International journal of bonds and derivatives. pp. 52-62. [Online].