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subject:"Großbritannien"
~isPartOf:"Econometric theory"
~person:"Horváth, Lajos"
~subject:"ARCH-Modell"
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Großbritannien
ARCH-Modell
Estimation theory
7
Schätztheorie
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Horváth, Lajos
Linton, Oliver
5
Chan, Ngai Hang
3
Kokoszka, Piotr
3
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2
Francq, Christian
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Saikkonen, Pentti
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1
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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ECONIS (ZBW)
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Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
2
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
3
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
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