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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Leibniz-Institut für Agrarentwicklung in Transformationsökonomien"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Centre for Quantitative Economics & Computing
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
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1997
Persistent link: https://www.econbiz.de/10000978781
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