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subject:"Estimation"
subject:"Public choice"
~institution:"Birkbeck College / Department of Economics"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Sola, Martin"
~subject:"CAPM"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
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Discussion paper in financial economics : FE
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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