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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Abbara, Omar"
~person:"Dark, Jonathan Graeme"
~subject:"Cointegration"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Dark, Jonathan Graeme
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Revista Brasileira de Finanças : RBFin
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ECONIS (ZBW)
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Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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2
Estimation of time varying skewness and kurtosis with an application to value at risk
Dark, Jonathan Graeme
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10009514124
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