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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
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Saikkonen, Pentti
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2002
Persistent link: https://www.econbiz.de/10001668610
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2
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
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3
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
4
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
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Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
5
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
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