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subject:"Volatilität"
subject:"ARCH-Modell"
~type_genre:"Collection of articles written by one author"
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Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011433554
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2
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
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2012
Persistent link: https://www.econbiz.de/10009658155
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3
Essays on fine structure of asset returns, jumps, and stochastic volatility
Yu, Jung-suk
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2006
Persistent link: https://www.econbiz.de/10003973904
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4
Three essays on modeling conditional correlation
Sheppard, Kevin
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2004
Persistent link: https://www.econbiz.de/10003550225
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5
Essays on Bayesian econometrics
Radchenko, Stanislav
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2002
Persistent link: https://www.econbiz.de/10003780474
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6
Essays on financial time series models
Karanasos, Menelaos
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1998
Persistent link: https://www.econbiz.de/10001436961
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7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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8
A new non-linear GARCH model
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000958392
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