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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~person:"Rachev, Svetlozar T."
~subject:"Statistische Verteilung"
~subject:"Volatility"
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Japan
Statistische Verteilung
Volatility
Estimation
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Paolella, Marc S.
Rachev, Svetlozar T.
Mittnik, Stefan
4
Račev, Svetlozar T.
3
Clausen, Volker
2
Kim, Jeong-Ryeol
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Kurz-Kim, Jeong-Ryeol
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Neumann, Thorsten
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Seppelfricke, Peter
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
CFS working paper series
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Journal of econometrics
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Swiss Finance Institute Research Paper
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Asia-Pacific financial markets
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Handbook of heavy tailed distributions in finance
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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The European journal of finance
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ECONIS (ZBW)
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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3
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
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