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subject:"ARCH-Modell"
subject:"Börsenkurs"
~person:"Sheppard, Kevin"
~person:"Todorov, Viktor"
~type_genre:"Working Paper"
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ARCH-Modell
Börsenkurs
Estimation theory
11
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4
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Sheppard, Kevin
Todorov, Viktor
Linton, Oliver
11
Teräsvirta, Timo
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Zakoïan, Jean-Michel
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Hafner, Christian M.
9
Francq, Christian
8
Kapetanios, George
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Audrino, Francesco
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Gao, Jiti
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Nielsen, Morten Ørregaard
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Preminger, Arie
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Shephard, Neil G.
5
Silvennoinen, Annastiina
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Trojani, Fabio
5
Allen, David E.
4
Cavaliere, Giuseppe
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Cheng, Tingting
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Fiorentini, Gabriele
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Grammig, Joachim
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Lütkepohl, Helmut
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Sentana, Enrique
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1
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
3
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
4
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
5
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
6
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
7
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
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