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~isPartOf:"SFB 649 discussion paper"
~person:"Polzehl, Jörg"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
~subject:"Wirtschaftswachstum"
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Varying coefficient GARCH versus local constant volatility modeling : comparison of the predictive power
Polzehl, Jörg
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2006
Persistent link: https://www.econbiz.de/10003324453
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