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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"DeSantis, Mark"
~person:"Francq, Christian"
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Kapitaleinkommen
Estimation
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ARCH model
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DeSantis, Mark
Francq, Christian
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
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Meddahi, Nour
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Paolella, Marc S.
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Patton, Andrew J.
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Polak, Pawel
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Andreou, Elena
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Asai, Manabu
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Bakalli, Gaetan
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Bandi, Federico M.
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Bekaert, Geert
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Bibinger, Markus
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Bonomo, Marco Antonio
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Bouezmarni, Taoufik
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Breidt, F. Jay
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Caginalp, Gunduz
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Cederburg, Scott
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Chan, Thomas W. C.
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Chen, Rui
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Chu, Amanda M. Y.
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Crato, Nuno
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DeLima, Pedro J. F.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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1
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
2
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
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