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subject:"Großbritannien"
~person:"Sentana, Enrique"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Großbritannien
ARCH-Modell
Estimation theory
65
Schätztheorie
65
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23
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23
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14
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14
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14
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14
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11
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11
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9
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Sentana, Enrique
Francq, Christian
27
Zakoïan, Jean-Michel
23
Teräsvirta, Timo
19
Rahbek, Anders
17
Hafner, Christian M.
15
Ardia, David
14
Engle, Robert F.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kumar, Dilip
12
Linton, Oliver
11
Bauwens, Luc
10
McAleer, Michael
10
Silvennoinen, Annastiina
10
Bekaert, Geert
9
Pedersen, Rasmus Søndergaard
9
Shephard, Neil G.
9
Trojani, Fabio
9
Burkhauser, Richard V.
8
Fiorentini, Gabriele
8
Härdle, Wolfgang
8
Jenkins, Stephen
8
Ling, Shiqing
8
Lütkepohl, Helmut
8
Nelson, Daniel B.
8
Preminger, Arie
8
Shin, Yongcheol
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Hildenbrand, Werner
7
Koopman, Siem Jan
7
Kristensen, Dennis
7
Patterson, Kerry D.
7
Prono, Todd
7
Santa-Clara, Pedro
7
Arvanitis, Stelios
6
Blundell, Richard W.
6
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6
Feng, Yuanhua
6
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2
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1
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1
Econometric analysis of financial markets
1
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ECONIS (ZBW)
7
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1
On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2003
Persistent link: https://www.econbiz.de/10001747011
Saved in:
2
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
3
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
4
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
5
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000948472
Saved in:
6
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
7
Risk and return in January : some UK evidence
Dēmos, Antōnēs A.
- In:
Econometric analysis of financial markets
,
(pp. 185-202)
.
1994
Persistent link: https://www.econbiz.de/10001284429
Saved in:
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