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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"ARCH model"
~isPartOf:"CESifo working papers"
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Long memory with Markov-Switching GARCH
Krämer, Walter
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003641700
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2
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
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2000
Persistent link: https://www.econbiz.de/10001490719
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3
Stationarity and memory of ARCH models
Zaffaroni, Paolo
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2000
Persistent link: https://www.econbiz.de/10001551010
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4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
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2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
5
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
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