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ARCH model
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18.06.1984
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1992-2002
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Emerging markets review
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Markov switching GARCH models of currency turmoil in Southeast Asia
Brunetti, Celso
;
Mariano, Roberto S.
;
Scotti, Chiara
; …
-
2007
Persistent link: https://www.econbiz.de/10003437194
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Markov switching GARCH models of currency turmoil in Southeast Asia
Brunetti, Celso
;
Scotti, Chiara
;
Mariano, Roberto S.
; …
- In:
Emerging markets review
9
(
2008
)
2
,
pp. 104-128
Persistent link: https://www.econbiz.de/10003723963
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