GARCH-extended models: theoretical properties and applications

Arbeits- / Diskussionspapier › 2013

Zitation

Nzouankeu Nana, Giles; Korn, Ralf; Erlwein-Sayer, Christina: GARCH-extended models: theoretical properties and applications. 2013, S. 1-45.

DOI / URN

arXiv:1307.6685

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BibTeX /