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type_genre:"Bibliography included"
~subject:"ARCH model"
~subject:"Economic indicator"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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2
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
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3
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
Saved in:
4
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
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5
Distinguished fellow: Arthur S. Goldberger and latent variables in econometrics
Chamberlain, Gary
- In:
The journal of economic perspectives : EP ; a journal …
4
(
1990
)
4
,
pp. 125-152
Persistent link: https://www.econbiz.de/10001098225
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