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type:"book"
person:"Engle, Robert F."
~subject:"Volatility"
~type_genre:"Working Paper"
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
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