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subject:"Estimation theory"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Discussion papers in economics"
~person:"Karanasos, Menelaos"
~type_genre:"Arbeitspapier"
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Estimation theory
Wahrscheinlichkeitsrechnung
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Karanasos, Menelaos
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Moments of the ARAM-EGARCH model
Karanasos, Menelaos
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Kim, J.
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2000
Persistent link: https://www.econbiz.de/10001527216
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The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos
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1999
Persistent link: https://www.econbiz.de/10001435137
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3
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000953935
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