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~institution:"Université de Montréal / Département de sciences économiques"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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