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~subject:"Zeitreihenanalyse"
~subject:"ARCH-Modell"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Zeitreihenanalyse
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Aktienindex
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1980-1995
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Rydén, Tobias
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Teräsvirta, Timo
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Ekonomiska forskningsinstitutet <Stockholm>
Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Umeå Universitet / Institutionen för Nationalekonomi
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
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