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~institution:"Queen Mary College / Department of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Holzberger, Harriet"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Holzberger, Harriet
Herwartz, Helmut
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Hafner, Christian M.
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Härdle, Wolfgang
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Lanne, Markku
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Saikkonen, Pentti
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Teyssière, Gilles
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Blake, Andrew P.
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Carroll, Raymond J.
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Fengler, Matthias R.
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Franke, Jürgen
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Giraitis, Liudas
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Giurda, Francesco
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Jaschke, Stefan R.
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Kapetanios, George
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Kim, Woocheol
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Kokoszka, Piotr
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Leipus, Remigijus
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Linton, Oliver
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Mammen, Enno
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Mercurio, Danilo
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Müller, Marlene
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Spokojnyj, Vladimir G.
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Tschernig, Rolf
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Queen Mary College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Nonparametric estimators of GARCH processes
Franke, Jürgen
;
Holzberger, Harriet
;
Müller, Marlene
-
2002
Persistent link: https://www.econbiz.de/10009624848
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