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subject:"Germany"
subject:"Schätzung"
~person:"Nelson, Daniel B."
~subject:"Panel"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Nelson, Daniel B.
Gao, Jiti
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000920888
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Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000920975
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Asymptotic filtering theory for univariate ARCH models
Nelson, Daniel B.
;
Foster, Dean P.
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1992
Persistent link: https://www.econbiz.de/10000849715
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