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~person:"Diebold, Francis X."
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
44
Volatilität
44
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27
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27
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27
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12
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Diebold, Francis X.
McAleer, Michael
74
Chang, Chia-Lin
37
Gupta, Rangan
20
Caporale, Guglielmo Maria
19
Bauwens, Luc
16
Koopman, Siem Jan
13
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12
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11
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11
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10
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10
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10
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9
Engle, Robert F.
9
Mittnik, Stefan
9
Spagnolo, Fabio
9
Chen, Chi-chung
8
Lucas, André
8
Lütkepohl, Helmut
8
Paolella, Marc S.
8
Kočenda, Evžen
7
Linton, Oliver
7
Lunde, Asger
7
Rodriguez, Gabriel
7
Xu, Yongdeng
7
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6
Bos, Charles S.
6
Clements, Adam
6
Conrad, Christian
6
Karanasos, Menelaos
6
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6
Lux, Thomas
6
Manera, Matteo
6
Prokopczuk, Marcel
6
Roengchai Tansuchat
6
Salisu, Afees A.
6
Sheppard, Kevin
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ECONIS (ZBW)
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1
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
2
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
Saved in:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
6
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
7
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
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