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~institution:"Birkbeck College / Department of Economics"
~institution:"National Bureau of Economic Research"
~institution:"University of Exeter / Department of Economics"
~person:"Timmermann, Allan"
~subject:"Schätztheorie"
~subject:"Zinsstruktur"
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
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Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
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Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000930377
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