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person:"Allen, David E."
subject:"Börsenkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Grammig, Joachim"
~subject:"ARCH model"
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Börsenkurs
ARCH model
Autoregressive conditional duration
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Allen, David E.
Grammig, Joachim
Gupta, Rangan
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
School of Accounting, Finance and Economics & FEMARC working paper series
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Journal of risk and financial management : JRFM
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Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
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