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Number of items: 3.

11 August 2013

Sucarrat, Genaro and Gr√łnneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

9 September 2013

Sucarrat, Genaro and Escribano, Alvaro (2013): Estimation of Log-GARCH Models in the Presence of Zero Returns.

22 July 2016

Escribano, Alvaro and Sucarrat, Genaro (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.

This list was generated on Fri Apr 19 21:22:28 2019 CEST.
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