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Stochastic Volatility in a Mac...
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Centre for Analytical Finance <Århus>
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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