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The power Log-GARCH model
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The log-GARCH model via ARMA representations
Sucarrat, Genaro
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 336-359)
.
2019
Persistent link: https://www.econbiz.de/10012249159
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Synchronicity between macroeconomic time series
Escribano, Álvaro
;
Sipols, Ana E.
- In:
Progress in financial markets research
,
(pp. 189-220)
.
2012
Persistent link: https://www.econbiz.de/10009678548
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La inversión en España : un enfoque macroeconómico
Andrés, Javier
;
Escribano, Álvaro
;
Molinas, César
; …
- In:
La economía española : una perspectiva macroeconómica
,
(pp. 171-207)
.
1991
Persistent link: https://www.econbiz.de/10001281354
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Nonlinear time series models : consistency and asymptotic normality of NLS under new conditions
Mira, Santiago
;
Escribano, Álvaro
- In:
Nonlinear econometric modeling in time series : …
,
(pp. 119-164)
.
2000
Persistent link: https://www.econbiz.de/10001532225
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