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~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~person:"Paolella, Marc S."
~person:"Silvennoinen, Annastiina"
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Paolella, Marc S.
Silvennoinen, Annastiina
Mittnik, Stefan
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of financial time series
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
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2
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
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3
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
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