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subject:"Volatilität"
person:"Zaffaroni, Paolo"
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Volatilität
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Zaffaroni, Paolo
Koopman, Siem Jan
19
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Kumar, Dilip
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Li, Yingying
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Teräsvirta, Timo
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Maheswaran, S.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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1
Whittle estimation of EGARCH and other exponential volatility models
Zaffaroni, Paolo
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 190-200
Persistent link: https://www.econbiz.de/10003877967
Saved in:
2
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
3
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
4
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10001397476
Saved in:
5
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
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