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Valizadehkozalabad, T., Rezakhah, S., & Mohammadi Basatini, F. (2021). On time-varying amplitude HGARCH model,. International Journal of Finance and Economics, 26, 2538–2547.
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Arashi, M., & Valizadehkozalabad, T. (2017). On ridge parameter estimators under stochastic subspace hypothesis. Journal of Statistical Computation and Simulation, 87, 966–983.
