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person:"Dufour, Jean-Marie"
subject:"Theory"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~person:"Teräsvirta, Timo"
~subject:"Estimation theory"
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Econometric analysis of financial and economic time series ; part a
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On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
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