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~person:"John Kontoghiorghes, Erricos"
~person:"Steude, Sven Christian"
~subject:"Theory"
~subject:"Time-varying weights"
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Time-varying weights
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John Kontoghiorghes, Erricos
Steude, Sven Christian
Paolella, Marc S.
47
Mittnik, Stefan
19
Haas, Markus
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Polak, Pawel
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Račev, Svetlozar T.
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The North American journal of economics and finance : a journal of financial economics studies
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Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
2
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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