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~institution:"London School of Economics (LSE)"
~institution:"Norges Bank"
~institution:"Society for Computational Economics - SCE"
~subject:"GARCH processes"
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Norges Bank
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Evaluating the extremal index in GARCH processes through double random walk
Laurini, Fabrizio
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005345715
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Signal Extraction can Generate Volatility Clusters
McCulloch, J. Huston
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Bidarkota, Prasad V.
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005706789
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