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person:"Döpke, Jörg"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Kieler Arbeitspapiere"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"ARCH-Modell"
~type_genre:"Non-commercial literature"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Kieler Arbeitspapiere
Discussion papers of interdisciplinary research project 373
4
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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SFB 649 discussion paper
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Multivariate volatility models
Fengler, Matthias R.
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Herwartz, Helmut
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2001
Persistent link: https://www.econbiz.de/10001659915
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Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
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2001
Persistent link: https://www.econbiz.de/10001631316
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
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Herwartz, Helmut
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1999
Persistent link: https://www.econbiz.de/10001413478
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