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~type_genre:"Working Paper"
~subject:"ARCH model"
~isPartOf:"Notes d'études et de recherche : NER"
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael
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Jondeau, Eric
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2001
Persistent link: https://www.econbiz.de/10001575962
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Conditional volatility, skewness, and kurtosis : existence and persistence
Jondeau, Eric
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Rockinger, Michael
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2000
Persistent link: https://www.econbiz.de/10001534321
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