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~person:"Andrianov, Dmitry"
~subject:"Börsenkurs"
~subject:"Oil price"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
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