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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Gabler Edition Wissenschaft : Empirische Finanzmarktforschung"
~type_genre:"Conference paper"
~type_genre:"Thesis"
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
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1997
Persistent link: https://www.econbiz.de/10000971500
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