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subject:"Estimation theory"
subject:"Probability theory"
~institution:"Birkbeck College / Department of Economics"
~institution:"Shaker Verlag"
~institution:"Umeå universitet"
~isPartOf:"Discussion paper in financial economics : FE"
~subject:"Germany"
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Birkbeck College / Department of Economics
Shaker Verlag
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
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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
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1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000930377
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