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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~person:"Moraleda Novo, Juan Manuel"
~subject:"ARCH-Modell"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
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Moraleda Novo, Juan Manuel
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Econometric reviews
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
3
Report / Erasmus Center for Financial Research, Erasmus University
1
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ECONIS (ZBW)
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An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
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A family of humped volatility structures
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
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1996
Persistent link: https://www.econbiz.de/10000948314
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