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person:"Engle, Robert F."
type_genre:"Sammelwerk"
~subject:"Volatility forecasting"
~type_genre:"Arbeitspapier"
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
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Engle, Robert F.
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2021
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This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
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