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~institution:"Christian-Albrechts-Universität zu Kiel"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Weierstraß-Institut für Angewandte Analysis und Stochastik"
~subject:"Heteroskedastizitätsanalyse"
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Christian-Albrechts-Universität zu Kiel
Ekonomiska forskningsinstitutet <Stockholm>
Federal Reserve Bank of St. Louis
Weierstraß-Institut für Angewandte Analysis und Stochastik
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A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959364
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Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959369
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959372
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