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~isPartOf:"The econometrics journal"
~person:"Saikkonen, Pentti"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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The econometrics journal
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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