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Search: subject_exact:"GARCH model"
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
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2019
Persistent link: https://www.econbiz.de/10012173758
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Jump-diffusion models in empirical asset pricing
Purzitsky, Adam Alexander
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2007
Persistent link: https://www.econbiz.de/10009697369
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Essays in empirical finance : volatility, interdependencies, and risk in emerging markets
Johansson, Anders C.
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2007
Persistent link: https://www.econbiz.de/10013382940
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