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~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"ARCH model"
~subject:"Stock market"
~type_genre:"Graue Literatur"
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
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Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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2
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
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