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~isPartOf:"Discussion paper / The University of Western Australia, Business School, Economics"
~isPartOf:"ECON PhD dissertations"
~isPartOf:"Springer eBook Collection / Business and Economics"
~language:"eng"
~subject:"ARCH-Modell"
~type_genre:"Hochschulschrift"
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Discussion paper / The University of Western Australia, Business School, Economics
ECON PhD dissertations
Springer eBook Collection / Business and Economics
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Econometric modeling and forecasting in financial markets
Borup, Daniel
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2019
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This version: October 9, 2019
Persistent link: https://www.econbiz.de/10012519559
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2
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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3
GARCH(1, 1) at small sample size and pairs trading with cointegration
Leong, Wei Ruen
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2018
Persistent link: https://www.econbiz.de/10011994459
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4
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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5
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
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2017
Persistent link: https://www.econbiz.de/10011818415
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