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Search: subject_exact:"Financial econometrics"
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
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2017
Persistent link: https://www.econbiz.de/10011817834
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Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011433554
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