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~isPartOf:"ECON PhD dissertations"
~isPartOf:"Routledge studies in the history of economics"
~language:"eng"
~subject:"ARCH-Modell"
~type_genre:"Sammelwerk"
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ECON PhD dissertations
Routledge studies in the history of economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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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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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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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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