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Bivariate FCLT for the sample quantile and measures of dispersion for augmented GARCH(p, q) processes
Bräutigam, Marcel
;
Kratz, Marie
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2019
Persistent link: https://www.econbiz.de/10012138444
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On the dependence between quantiles and dispersion estimators
Brautigam, Marcel
;
Kratz, Marie
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2018
Persistent link: https://www.econbiz.de/10012135476
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