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person:"Fornari, Fabio"
subject:"Share price"
~person:"Teräsvirta, Timo"
~subject:"Statistische Verteilung"
~type_genre:"Arbeitspapier"
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Statistische Verteilung
Estimation theory
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Schätztheorie
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smooth transition GARCH
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Fornari, Fabio
Teräsvirta, Timo
Einmahl, John H. J.
11
Kapetanios, George
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
7
Butucea, Cristina
6
Daouia, Abdelaati
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Gao, Jiti
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5
Bouezmarni, Taoufik
5
Dijk, Dick van
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Koopman, Siem Jan
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Stupfler, Gilles
5
Allen, David E.
4
Chernozhukov, Victor
4
Craig, Ben R.
4
Crump, Richard K.
4
Dijk, Herman K. van
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Hallin, Marc
4
Hautsch, Nikolaus
4
Härdle, Wolfgang
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Keller, Joachim G.
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Ley, Christophe
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Läuter, Henning
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Malec, Peter
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McAleer, Michael
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Parra-Alvarez, Juan Carlos
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Posch, Olaf
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Rombouts, Jeroen V. K.
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Wang, Mu-Chun
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Zakoïan, Jean-Michel
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Abadir, Karim Maher
3
Adrian, Tobias
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Antonio, Katrien
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ECONIS (ZBW)
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
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4
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
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5
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
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