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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~person:"Lunde, Asger"
~subject:"Kapitaleinkommen"
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
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[Elektronische Resource]
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