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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Lanne, Markku"
~subject:"ARCH model"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
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Saikkonen, Pentti
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2002
Persistent link: https://www.econbiz.de/10001668610
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Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
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2000
Persistent link: https://www.econbiz.de/10001528164
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