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  • Search: subject:"FIGARCH and HYGARCH Models"
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ARCH model 1 ARCH-Modell 1 Derivat 1 Derivative 1 Exchange-traded Notes 1 FIGARCH and HYGARCH Models 1 Forecast 1 Forecasting model 1 Long-memory Models 1 Out-of-sample Forecasting Analysis 1 Prognose 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Diaz, John Francis T. 1 Masa, Argel S. 1
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Margin: the journal of applied economic research 1
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ECONIS (ZBW) 1
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Long-memory modelling and forecasting of the returns and volatility of Exchange-traded Notes (ETNs)
Masa, Argel S.; Diaz, John Francis T. - In: Margin: the journal of applied economic research 11 (2017) 1, pp. 23-53
Persistent link: https://www.econbiz.de/10011690923
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