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person:"Lanne, Markku"
subject:"Zeitreihenanalyse"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Börsenkurs"
~subject:"Germany"
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Lanne, Markku
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The econometrics journal
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers / Department of Economics, University of Helsinki
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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EUI working paper / ECO
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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DIW Berlin Discussion Paper
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Journal of money, credit and banking : JMCB
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Koç University - TÜSİAD Economic Research Forum working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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