Estimation in conditionally heteroscedastic time series models

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Author
Straumann, Daniel
Date
2005
Type
    Monograph
Publication status
published
External links
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Journal / series
Lecture Notes in Statistics
Volume
181
Publisher
Springer
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
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ETH Bibliography
yes
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