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type:"book"
type_genre:"Working Paper"
~institution:"Birkbeck College / Department of Economics"
~language:"eng"
~subject:"Estimation theory"
~type_genre:"Konferenzbeitrag"
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Birkbeck College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
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1995
Persistent link: https://www.econbiz.de/10000924235
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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3
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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