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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~isPartOf:"Journal of quantitative economics"
~person:"Bauwens, Luc"
~person:"Kumar, Dilip"
~subject:"ARCH model"
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Journal of quantitative economics
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Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
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