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subject:"Volatilität"
type_genre:"Graue Literatur"
~person:"Amado, Cristina"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
ARCH model
5
ARCH-Modell
5
Estimation theory
5
Schätztheorie
5
Volatility
5
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
Conditional heteroskedasticity
2
Estimation
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätzung
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Time-varying unconditional variance
2
Börsenkurs
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Forecasting
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Forecasting model
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Lagrange multiplier test
1
Long financial time series
1
Model specification
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1
Multivariate Analyse
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Multivariate GARCH model
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Multivariate analysis
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Nonlinear time series
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Portfolio allocation
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Portfolio selection
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misspecification testing
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modelling volatility
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Amado, Cristina
Kumar, Dilip
16
Todorov, Viktor
16
Koopman, Siem Jan
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Li, Jia
13
Andersen, Torben
10
Hafner, Christian M.
10
Härdle, Wolfgang
9
Lucas, André
9
Rodriguez, Gabriel
9
Brandt, Michael W.
8
Li, Yingying
8
Linton, Oliver
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Diebold, Francis X.
7
Francq, Christian
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Spokojnyj, Vladimir G.
7
Bollerslev, Tim
6
Clements, Adam
6
Hautsch, Nikolaus
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Bauwens, Luc
5
Cavaliere, Giuseppe
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Chan, Joshua
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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ECONIS (ZBW)
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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:
2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
3
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:
4
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
5
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
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