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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Bartels, Robert"
~person:"Mancino, Maria Elvira"
~subject:"Theorie"
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Bollerslev, Tim
Bartels, Robert
Mancino, Maria Elvira
Maasoumi, Esfandiar
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McAleer, Michael
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The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
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