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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"CEA_372Cass working paper series"
~person:"Kumar, Dilip"
~person:"Mancino, Maria Elvira"
~person:"Teräsvirta, Timo"
~subject:"ARCH model"
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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
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Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10010440898
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