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Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models

Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models

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BERAN, Jan, Dirk OCKER, 1999. Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models

@techreport{Beran1999Volat-673, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models}, year={1999}, number={1999/14}, author={Beran, Jan and Ocker, Dirk} }

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