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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"Risikomaß"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
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