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~isPartOf:"Econometric Institute research papers"
~person:"Aronsson, Thomas"
~person:"Franses, Philip Hans"
~person:"Helpman, Elhanan"
~subject:"ARCH model"
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
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contributor
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2005
Persistent link: https://www.econbiz.de/10003179654
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Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
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contributor
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2005
Persistent link: https://www.econbiz.de/10003010850
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