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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~accessRights:"free"
~isPartOf:"CORE discussion paper : DP"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
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2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
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2002
Persistent link: https://www.econbiz.de/10001672395
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