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person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
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Lütkepohl, Helmut
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
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2
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
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