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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"ARCH-Modell"
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
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contributor
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Dijk, Dick van
(
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)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
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