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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~person:"Dijk, Dick van"
~subject:"ARCH-Modell"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Non-commercial literature"
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Großbritannien
Time series analysis
ARCH-Modell
Volatility
Welt
Estimation theory
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1986-1995
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Dijk, Dick van
Franses, Philip Hans
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Sluis, Pieter J. van der
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Vries, Casper G. de
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Econometric reviews
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
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Discussion paper / School of Economics, The University of New South Wales
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
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