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institution:"Institute for Public Policy Research <London>"
type_genre:"Graue Literatur"
~institution:"Birkbeck College / Department of Economics"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~person:"Timmermann, Allan"
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Timmermann, Allan
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Institute for Public Policy Research <London>
Birkbeck College / Department of Economics
Forschungsinstitut zur Zukunft der Arbeit
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
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Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000930377
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