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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"1952-1998"
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Federal Reserve Bank of St. Louis
Centre for Analytical Finance <Århus>
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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