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person:"Rombouts, Jeroen V. K."
~accessRights:"free"
~person:"Conrad, Christian"
~person:"Francq, Christian"
~person:"Kang, Sang Hoon"
~subject:"Heteroskedastizität"
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Rombouts, Jeroen V. K.
Conrad, Christian
Francq, Christian
Kang, Sang Hoon
Lütkepohl, Helmut
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Meitz, Mika
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013162003
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Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
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2012
Persistent link: https://www.econbiz.de/10009748872
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
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2009
Persistent link: https://www.econbiz.de/10003850942
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
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