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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alizadeh, Sassan"
~person:"Hafner, Christian M."
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Croux, Christophe
Alizadeh, Sassan
Hafner, Christian M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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