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person:"Hassler, Uwe"
~isPartOf:"Journal of financial econometrics"
~person:"Kneib, Thomas"
~person:"Pei, Zhuan"
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Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
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