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subject:"Volatility"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Queen Mary College / Department of Economics"
~subject:"Risikomaß"
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Volatility
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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