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subject:"Großbritannien"
subject:"Volatilität"
~person:"Teräsvirta, Timo"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Theory
Estimation theory
28
Schätztheorie
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Time series analysis
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18
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modelling volatility
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smooth transition GARCH
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1960-1994
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Teräsvirta, Timo
Härdle, Wolfgang
58
Pesaran, M. Hashem
33
Franses, Philip Hans
30
Swanson, Norman R.
26
Gouriéroux, Christian
25
Phillips, Peter C. B.
25
Imbens, Guido
23
Maravall Herrero, Agustín
23
Brännäs, Kurt
19
Kohn, Robert
19
Spokojnyj, Vladimir G.
19
Heckman, James J.
18
Kleibergen, Frank
18
Robert, Christian P.
18
Stahlecker, Peter
18
McAleer, Michael
17
Giles, David E. A.
15
Lucas, André
15
Sheather, Simon J.
15
Zakoïan, Jean-Michel
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Koopman, Siem Jan
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
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Feng, Yuanhua
12
Francq, Christian
12
Guégan, Dominique
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Huschens, Stefan
12
Monfort, Alain
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Dijk, Dick van
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
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
Saved in:
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/10011373232
Saved in:
4
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
Saved in:
5
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
6
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
7
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
Saved in:
8
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
Saved in:
9
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
10
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
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