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subject:"Konjunktur"
~person:"Sheppard, Kevin"
~subject:"ARCH model"
~subject:"Share price"
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Search: subject_exact:"Spearman's rho"
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Konjunktur
ARCH model
Share price
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Sheppard, Kevin
Engle, Robert F.
20
Bauwens, Luc
14
Christiansen, Charlotte
12
Pesaran, M. Hashem
12
Ledoit, Olivier
11
McMillan, David G.
11
Silvennoinen, Annastiina
11
Wolf, Michael
11
Gupta, Rangan
10
Teräsvirta, Timo
9
Bailey, Natalia
8
Edmans, Alex
8
Hamori, Shigeyuki
8
Kapetanios, George
8
Karanasos, Menelaos
8
Koopman, Siem Jan
8
Otranto, Edoardo
8
Aslanidis, Nektarios
7
Conrad, Christian
7
Liow, Kim Hiang
7
Lucas, André
7
McAleer, Michael
7
Tiwari, Aviral Kumar
7
Weber, Enzo
7
Zhang, Bing
7
Al Rababa'a, Abdel Razzaq
6
Asgharian, Hossein
6
Barberis, Nicholas
6
Becker, Bo
6
Bouri, Elie
6
Caporin, Massimiliano
6
De Nard, Gianluca
6
Degiannakis, Stavros
6
Demirer, Rıza
6
Füss, Roland
6
Hou, Ai Jun
6
Ivashina, Victoria
6
Kočenda, Evžen
6
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Department of Economics discussion paper series / University of Oxford
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
3
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
5
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
Saved in:
6
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
7
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
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