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~isPartOf:"Journal of applied econometrics"
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Probit-Modell"
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Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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