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isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~person:"Shephard, Neil G."
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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ARCH-Modell
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Chang, Chia-Lin
Shephard, Neil G.
Bollerslev, Tim
4
Francq, Christian
4
Zakoïan, Jean-Michel
4
Hallin, Marc
3
Kim, Donggyu
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Paolella, Marc S.
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Xiu, Dacheng
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Zhu, Ke
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Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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International Journal of Financial Studies : open access journal
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
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2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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