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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Heteroscedasticity"
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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