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subject:"Time series analysis"
~type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
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Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
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Chen, Xiaohong
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Fan, Yanqin
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2004
Persistent link: https://www.econbiz.de/10002034254
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A structured GARCH model of daily equity return volatility
Connor, Gregory
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2001
Persistent link: https://www.econbiz.de/10001581216
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