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~isPartOf:"Annals of finance"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Energy economics"
~subject:"ARCH model"
~type:"book"
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Annals of finance
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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A local instrumental estimation method for generalized additive volatility models
Kim, Woocheol
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Linton, Oliver
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2000
Persistent link: https://www.econbiz.de/10001531783
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2
Empirical process of the squared residuals of an ARCH sequence
Horvath, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
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1999
Persistent link: https://www.econbiz.de/10001424868
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3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
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1999
Persistent link: https://www.econbiz.de/10001413478
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