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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Estimation theory
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric theory
49
Economics letters
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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Finance research letters
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International journal of forecasting
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Journal of banking & finance
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Journal of financial econometrics
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Journal of forecasting
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International journal of economics and financial issues : IJEFI
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International journal of theoretical and applied finance
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Journal of risk
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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SFB 649 discussion paper
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Journal of time series econometrics
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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NBER Working Paper
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Finance and stochastics
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Handbook of financial time series
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1
Stationarity and memory of ARCH models
Zaffaroni, Paolo
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2000
Persistent link: https://www.econbiz.de/10001551010
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2
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
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2000
Persistent link: https://www.econbiz.de/10001551057
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3
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
4
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
5
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
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1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
6
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
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