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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"Umeå economic studies"
~subject:"ARCH-Modell"
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A corrected value-at-risk predictor
Lönnbark, Carl
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2008
Persistent link: https://www.econbiz.de/10003656086
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2
Conditional heteroskedasticity in count data regression : self-feeding activity in fish
Brännäs, Kurt
(
contributor
);
Brännäs, Eva
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730798
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Stationarity and memory of ARCH models
Zaffaroni, Paolo
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2000
Persistent link: https://www.econbiz.de/10001551010
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4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
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2000
Persistent link: https://www.econbiz.de/10001551057
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