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subject:"ARCH-Modell"
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Asymptotic theory for Beta-t-GARCH
Ito, Ryoko
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2016
Persistent link: https://www.econbiz.de/10011455742
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Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
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Rodriguez, Gabriel
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2015
Persistent link: https://www.econbiz.de/10011415340
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Estimation of flexible fuzzy GARCH models for conditional density estimation
Almeida, Rui Jorge
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Baştűrk, Nalan
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Kaymak, Uzay
; …
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2013
Persistent link: https://www.econbiz.de/10009781903
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