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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CEA_372Cass working paper series"
~person:"Härdle, Wolfgang"
~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~type_genre:"Working Paper"
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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
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Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10010440898
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