Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model Book Discussion
Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model (Gabler Theses)
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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model (Gabler Theses)