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~isPartOf:"Cahiers du Département d'Econométrie"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
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l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
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