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subject:"Share price"
subject:"Volatilität"
~person:"Escobar, Marcos"
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Escobar, Marcos
Koopman, Siem Jan
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Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
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