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Klüppelberg, Claudia and Maller, R. A. and Van De Vyver, M. and Wee, D. (2001): Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models. Collaborative Research Center 386, Discussion Paper 266 [PDF, 376kB]

This list was generated on Wed Apr 1 08:59:34 2015 CEST.