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~institution:"Queen Mary College / Department of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Working paper"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Queen Mary College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
University of Canterbury / Dept. of Economics and Finance
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Discussion papers of interdisciplinary research project 373
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Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean
Blake, Andrew P.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868024
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