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~accessRights:"free"
~isPartOf:"Discussion paper / UTAS, School of Economics and Finance"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~subject:"United States"
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The ultimate trade-off
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Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam
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Allen, David E.
;
Yang, Joey …
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2008
Persistent link: https://www.econbiz.de/10003959771
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