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~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~subject:"Financial crisis"
~subject:"Theory"
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Engle, Robert F.
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A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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