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subject:"India"
~subject:"Induktive Statistik"
~subject:"Panel"
~subject:"Volatility"
~type_genre:"Forschungsbericht"
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675715
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3
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
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2008
Persistent link: https://www.econbiz.de/10003805435
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4
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
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1997
Persistent link: https://www.econbiz.de/10000982947
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