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  • Search: subject:"Univariate autoregressive conditional heteroskedasticity models"
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ARCH model 1 ARCH-Modell 1 Börsenkurs 1 Capital income 1 Capital market returns 1 Estimation 1 Estimation theory 1 GED distribution 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Peru 1 Peruvian stock market returns 1 Schätztheorie 1 Schätzung 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Univariate autoregressive conditional heteroskedasticity models 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 normal 1 skewed t-Student 1 symmetries 1 t-Student 1 volatility 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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Rodriguez, Gabriel 1
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Revista de análisis económico 1
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ECONIS (ZBW) 1
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Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel - In: Revista de análisis económico 32 (2017) 1, pp. 69-94
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