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isPartOf:"The econometrics journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Storti, Giuseppe"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Search: subject_exact:"ARCH-Modell"
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Storti, Giuseppe
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The econometrics journal
The North American journal of economics and finance : a journal of financial economics studies
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Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
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