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Asymptotic theory for Beta-t-GARCH
Ito, Ryoko
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2016
Persistent link: https://www.econbiz.de/10011455742
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2
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
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2012
Persistent link: https://www.econbiz.de/10009667180
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3
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang
;
Kim, Sang Bong
;
Nam, Chu-ha
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
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4
Two generalized beta distributions
Nadarajah, Saralees
;
Kotz, Samuel
- In:
Applied economics
39
(
2007
)
13/15
,
pp. 1743-1751
Persistent link: https://www.econbiz.de/10003535137
Saved in:
5
Generalized beta distributions for describing and analysising intraday stock market data : testing the U-shape pattern
Panas, Epaminodas
- In:
Applied economics
37
(
2005
)
2
,
pp. 191-199
Persistent link: https://www.econbiz.de/10002537370
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