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~person:"Lu, Yang K."
~person:"Yamamoto, Yohei"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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