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Publications by Chris Kirby

The Specification of GARCH Models With Stochastic Covariates

Journal of Futures Markets

English

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Correction: Stability of Nonlinear Stochastic Recursions With Application to Nonlinear AR-GARCH Models

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Multi-Period Corporate Default Prediction With Stochastic Covariates

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GARCH Option Pricing Models With Meixner Innovations

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