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~person:"Zahnd, Edy"
~subject:"Finanzmarkt"
~type_genre:"Bibliografie enthalten"
~type_genre:"Kongress"
~type_genre:"Thesis"
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
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2002
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Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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