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subject:"Volatility"
isPartOf:"Discussion paper in financial economics : FE"
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Volatility
Estimation theory
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Discussion paper in financial economics : FE
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Economics letters
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International journal of forecasting
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SFB 649 discussion paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Handbook of financial time series
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International journal of financial engineering
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Asia-Pacific financial markets
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
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1995
Persistent link: https://www.econbiz.de/10000930379
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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