Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes

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Veröffentlicht in:Applied financial economics letters
1. Verfasser: Degiannakis, Stavros (VerfasserIn)
Weitere Verfasser: Xekalaki, Evdokia (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2007
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