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~person:"Hediger, Simon"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Schätzung"
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nonlinear shrinkage with the multivariate generalized hyperbolic (MGHyp) distribution
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Hediger, Simon
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon
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2023
Persistent link: https://www.econbiz.de/10014282051
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