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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Nakajima, Jouchi"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Volatilität"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Stochastic
volatility
model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
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