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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Pensions Institute"
~subject:"ARCH-Modell"
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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]
Persistent link: https://www.econbiz.de/10001563855
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