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~subject:"ARCH-Modell"
~subject:"Euro area"
~subject:"Risk measure"
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B-mixing and moment properties of various
GARCH
, stochastic volatility and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
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2
Linear-representations based estimation of switching-regime
GARCH
models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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