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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Paolella, Marc S."
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Rombouts, Jeroen V. K.
Paolella, Marc S.
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Haas, Markus
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
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A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
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