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subject:"Share price"
subject:"Volatilität"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Bootstrap approach"
~subject:"Nonparametric statistics"
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Share price
Volatilität
Bootstrap approach
Nonparametric statistics
Estimation theory
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Ekonomiska forskningsinstitutet <Stockholm>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
55
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33
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ECONIS (ZBW)
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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim
-
1998
-
Rev. version
Persistent link: https://www.econbiz.de/10000998500
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
5
Bootstrap testing for fractional integration
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1997
Persistent link: https://www.econbiz.de/10000971372
Saved in:
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