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Modelling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.
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Iglesias, Emma M.
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2009
Persistent link: https://www.econbiz.de/10003911875
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Asymptotic normality of the QMLE in the level-effect ARCH model
Dahl, Christian M.
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Iglesias, Emma M.
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2010
Persistent link: https://www.econbiz.de/10008651667
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