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type_genre:"Arbeitspapier"
type_genre:"Sammlung"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"ARCH-Modell"
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
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2007
Persistent link: https://www.econbiz.de/10003963350
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Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
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Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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4
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
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