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~isPartOf:"Journal of financial econometrics"
~person:"Baur, Dirk G."
~source:"econis"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Baur, Dirk G.
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Journal of financial econometrics
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A quantile regression approach to estimate the variance of financial returns
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 616-644
Persistent link: https://www.econbiz.de/10012152237
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