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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~person:"Stentoft, Lars"
~subject:"Estimation theory"
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GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
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