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isPartOf:"The econometrics journal"
~person:"Klüppelberg, C."
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Klüppelberg, C.
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The econometrics journal
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Method of moment estimation in the COGARCH (1,1) model
Haug, Stephan
;
Klüppelberg, C.
;
Lindner, Alexander
; …
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10003559960
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