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The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
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Harvey, Andrew C.
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2012
Persistent link: https://www.econbiz.de/10009667180
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Asymptotic theory for Beta-t-GARCH
Ito, Ryoko
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2016
Persistent link: https://www.econbiz.de/10011455742
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