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Volatility
32
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545
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IMF Staff Country Reports
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
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ECONIS (ZBW)
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31
Mixing and moment properties of various GARCH and stochastic
volatility
models
Carrasco, Marine
;
Chen, Xiaohong
- In:
Econometric theory
18
(
2002
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10001652593
Saved in:
32
On the log periodogram regression estimator of the memory parameter in long memory stochastic
volatility
models
Deo, Rohit S.
;
Hurvich, Clifford M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10001606768
Saved in:
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