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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Hagerud, Gustaf E."
~person:"Nielsen, Frank S."
~subject:"Statistical test"
~type_genre:"Hochschulschrift"
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Stochastischer Prozess
Volatility
Statistical test
Estimation theory
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Hagerud, Gustaf E.
Nielsen, Frank S.
Heid, Frank
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Breunig, Christoph
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ECONIS (ZBW)
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On the estimation of fractionally integrated processes
Nielsen, Frank S.
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2009
Persistent link: https://www.econbiz.de/10003839270
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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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