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person:"Bollerslev, Tim"
subject:"USA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Mihov, Atanas"
~subject:"ARCH model"
~subject:"Risikomanagement"
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Bollerslev, Tim
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
Persistent link: https://www.econbiz.de/10002569521
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