Minimum distance estimation of GARCH(1,1)-models

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PhDThesisBaudouinTameze.pdf (1.59 MB)

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2007-12-03T07:07:55Z

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Risikomanagement, Ökonometrie, Finanzmathematik, GARCH model

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http://hdl.handle.net/2003/24888
 http://dx.doi.org/10.17877/DE290R-879

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Institut für Wirtschafts- und Sozialstatistik

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