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~subject:"ARCH model"
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
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Lunde, Asger
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Nason, James Michael
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2003
Persistent link: https://www.econbiz.de/10001831943
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Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.
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Ackert, Lucy F.
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1999
Persistent link: https://www.econbiz.de/10001408054
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