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subject:"CAPM"
subject:"Estimation"
~isPartOf:"Working paper"
~person:"Mikkelsen, Hans Ole Æ."
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Mikkelsen, Hans Ole Æ.
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
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current version
Persistent link: https://www.econbiz.de/10000891757
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GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ.
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1994
Persistent link: https://www.econbiz.de/10000896212
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3
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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