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type_genre:"Fallstudie"
~person:"Grziska, Martin"
~subject:"Aktienmarkt"
~subject:"EU countries"
~subject:"Theory"
~type_genre:"Thesis"
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
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2015
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1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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