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source:"econis"
~person:"Robinson, Peter M."
~subject:"Volatilität"
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Time series analysis
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Robinson, Peter M.
McAleer, Michael
53
Caporale, Guglielmo Maria
44
Koopman, Siem Jan
39
Gil-Alaña, Luis A.
33
Lux, Thomas
32
Bollerslev, Tim
30
Gupta, Rangan
29
Härdle, Wolfgang
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Andersen, Torben
24
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Tauchen, George Eugene
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Dijk, Dick van
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Sibbertsen, Philipp
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Asai, Manabu
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Chang, Chia-Lin
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Hafner, Christian M.
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Rodriguez, Gabriel
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Hallin, Marc
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Kim, Donggyu
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Hansen, Peter Reinhard
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Li, Jia
15
Taylor, Robert
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Teräsvirta, Timo
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Caporin, Massimiliano
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Hautsch, Nikolaus
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Hounyo, Ulrich
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Bos, Charles S.
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Cavaliere, Giuseppe
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Sucarrat, Genaro
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Baruník, Jozef
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Cross, Jamie
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Diebold, Francis X.
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Gonçalves, Sílvia
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion paper series / LSE Financial Markets Group
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
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Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
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