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subject:"Stochastischer Prozess"
~person:"Francq, Christian"
~person:"Peiris, Shelton"
~subject:"Cointegration"
~type_genre:"Non-commercial literature"
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Francq, Christian
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Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
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2000
Persistent link: https://www.econbiz.de/10001549029
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