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subject:"ARCH model"
subject:"Volatilität"
~isPartOf:"Symposium on forecasting and empirical methods in macroeconomics and finance"
~person:"Andersen, Torben"
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ARCH model
Volatilität
1987-1992
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Andersen, Torben
Bollerslev, Tim
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Symposium on forecasting and empirical methods in macroeconomics and finance
Working paper / National Bureau of Economic Research, Inc.
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Journal of econometrics
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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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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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