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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Jung, Hojin"
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Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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