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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~isPartOf:"CFS working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Working papers"
~person:"Haas, Markus"
~person:"Nijman, Theodore E."
~subject:"Asymmetric information"
~subject:"United States"
~type_genre:"Amtsdruckschrift"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
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Haas, Markus
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Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
2
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
3
The price impact of trades in illuquid stocks in periods of high and low market activity
Spierdijk, Laura
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659719
Saved in:
4
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
5
Evaluating style analysis
Roon, Frans de
;
Nijman, Theodore E.
;
Horst, Jenke R. ter
-
2000
Persistent link: https://www.econbiz.de/10001501921
Saved in:
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