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~person:"Faff, Robert W."
~subject:"Börsenkurs"
~subject:"Oil price"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Faff, Robert W.
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GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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