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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Teyssière, Gilles"
~subject:"Germany"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
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2000
Persistent link: https://www.econbiz.de/10001470372
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Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
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1999
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Rev. version
Persistent link: https://www.econbiz.de/10001377680
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