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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Mykland, Per A."
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
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Bollerslev, Tim
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Phillips, Peter C. B.
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Koopman, Siem Jan
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ECONIS (ZBW)
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Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
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1985
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