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~isPartOf:"Risk assessment : decisions in banking and finance"
~person:"Giacomini, Enzo"
~subject:"ARCH model"
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Risk assessment : decisions in banking and finance
SFB 649 discussion paper
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Time dependent relative risk aversion
Giacomini, Enzo
;
Handel, Michael
;
Härdle, Wolfgang
- In:
Risk assessment : decisions in banking and finance
,
(pp. 15-46)
.
2008
Persistent link: https://www.econbiz.de/10003781602
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