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type_genre:"Graue Literatur"
isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"ARCH model"
~isPartOf:"CESifo working papers"
~isPartOf:"CEA_372Cass working paper series"
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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
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2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
2
Long memory with Markov-Switching GARCH
Krämer, Walter
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003641700
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3
Stationarity and memory of ARCH models
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001551010
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4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
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