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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of applied econometrics"
~person:"Brorsen, B. Wade"
~subject:"Time series analysis"
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Brorsen, B. Wade
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of applied econometrics
Canadian journal of agricultural economics : CJAE
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Maximum likelihood estimation of a Garch-Stable model
Liu, Shi-Miin
- In:
Journal of applied econometrics
10
(
1995
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10001183991
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