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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"CREATES research paper"
~person:"Krämer, Walter"
~person:"Teräsvirta, Timo"
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Estimation theory
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Stambaugh, Robert F.
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
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Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011373232
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