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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Franses, Philip Hans"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Franses, Philip Hans
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A simple test for GARCH against a stochastic volatility model
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003748059
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