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~institution:"Federal Reserve Bank of Cleveland"
~institution:"Queen Mary College / Department of Economics"
~institution:"University of Exeter / Department of Economics"
~institution:"University of Strathclyde / Department of Economics"
~isPartOf:"Discussion papers in economics"
~subject:"Estimation"
~subject:"Schätztheorie"
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Forecasting (LOG) volatility models
Christodoulakis, George A.
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Satchell, Stephen
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1998
Persistent link: https://www.econbiz.de/10000998647
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
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Tzavalis, Elias
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1995
Persistent link: https://www.econbiz.de/10000912747
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