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~isPartOf:"Econometric Institute research papers"
~person:"Leij, Marco van der"
~person:"Segers, Rene"
~subject:"Börsenkurs"
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A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
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contributor
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2005
Persistent link: https://www.econbiz.de/10003179654
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