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subject:"Großbritannien"
subject:"Volatilität"
~institution:"University of Exeter / Department of Economics"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Großbritannien
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Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
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1998
Persistent link: https://www.econbiz.de/10000998647
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
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1995
Persistent link: https://www.econbiz.de/10000912747
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