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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

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Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model

Modeling Time-Varying Unconditional Variance by Means of a Free-Knot Spline-GARCH Model. Oliver Old. Taschenbuch. Taschenbuch

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