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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Modellierung"
~subject:"Share price"
~subject:"Theory"
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Discussion paper / Center for Economic Research, Tilburg University
International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
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Drost, Feike C.
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1998
Persistent link: https://www.econbiz.de/10000997535
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