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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Zakoïan, Jean-Michel"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Volatility
Share price
Zeitreihenanalyse
Estimation theory
7
Schätztheorie
7
Theorie
6
Theory
6
Time series analysis
2
1987-1993
1
Börsenkurs
1
Estimation
1
France
1
Frankreich
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Interest rate
1
Markov chain
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Bollerslev, Tim
Zakoïan, Jean-Michel
Gouriéroux, Christian
5
Jasiak, Joann
3
Broze, Laurence
2
Comte, Fabienne
2
Ghysels, Eric
2
Guerre, Emmanuel
2
Guégan, Dominique
2
Hardouin, C.
2
Scaillet, Olivier
2
Babsiri, Mohamed el
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Billio, Monica
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1
Henry, Mark S.
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CORE discussion paper : DP
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper
2
CREATES Research Paper 2008-49
1
Discussion paper / Department of Economics, University of California San Diego
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of financial time series
1
International finance discussion papers
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Série des documents de travail
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The review of economics and statistics
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ECONIS (ZBW)
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
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2
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
3
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
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