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~person:"Diebold, Francis X."
~person:"Koopman, Siem Jan"
~person:"Paolella, Marc S."
~type_genre:"Thesis"
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
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1999
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1. Aufl.
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