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scientific article; zbMATH DE number 1106711
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scientific article; zbMATH DE number 1106711

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    author
    Torben G. Andersen
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    publication date
    21 January 1998
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    zbMATH DE Number
    1106711
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    zbMATH Keywords
    stochastic volatility
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    GARCH
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    return volatility
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    trading volume
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    mixture of distributions hypothesis
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    generalized method of moments
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