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~institution:"Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia"
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Modeling multiple regimes in financial volatility with a flexible coefficient
GARCH
model
Medeiros, Marcelo C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002220676
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2
Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo Rocha
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001669748
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