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~institution:"London School of Economics and Political Science"
~person:"Penzer, Jeremy"
~source:"econis"
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Penzer, Jeremy
Atkinson, Anthony C.
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Tong, Howell
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Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
of Statistics, London School of
Economics
, London WC2A 2AE, UK 2Guanghua School of Management, Peking University, Beijing …
Persistent link: https://www.econbiz.de/10002075165
Saved in:
2
Periodic time series models : a structural approach
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
Saved in:
3
Single season heteroscedasticity in time series
Tripodis, Yorghos
(
contributor
);
Penzer, Jeremy
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
Saved in:
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