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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~person:"Rahbek, Anders"
~subject:"ARCH model"
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Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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