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~isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~person:"Teräsvirta, Timo"
~subject:"ARCH-Modell"
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Teräsvirta, Timo
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Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
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Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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