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isPartOf:"CREATES research paper"
~person:"Grassi, Stefano"
~person:"Nonejad, Nima"
~subject:"ARCH model"
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CREATES research paper
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Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
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2021
Persistent link: https://www.econbiz.de/10012620745
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Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
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2013
Persistent link: https://www.econbiz.de/10009782698
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