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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
~person:"Alizadeh, Sassan"
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
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1997
Persistent link: https://www.econbiz.de/10000994721
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