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person:"Jungbacker, Borus"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~isPartOf:"Journal of econometrics"
~person:"Zakoïan, Jean-Michel"
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Econometric analysis of financial and economic time series ; part a
Journal of econometrics
Discussion paper / Tinbergen Institute
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tinbergen Institute Discussion Paper
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1
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Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
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2
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
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3
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2006
Persistent link: https://www.econbiz.de/10003331376
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