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subject:"OECD-Staaten"
subject:"Theorie"
~isPartOf:"Applied financial economics"
~person:"Clements, Adam"
~source:"econis"
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
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