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~person:"Teräsvirta, Timo"
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high frequency economic data
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Teräsvirta, Timo
Briatka, Lubos
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Two Stylized Facts and the Garch (1,1) Model
Teräsvirta, Timo
-
Economics Institute for Research (SIR), …
-
1996
Many
high
frequency
economic
or financial time series display two empirical characteristics: high kurtosis and positive …
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