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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~person:"Escribano, Álvaro"
~subject:"ARCH model"
~subject:"Momentenmethode"
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Escribano, Álvaro
Francq, Christian
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Kumar, Dilip
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Lee, Lung-fei
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Sucarrat, Genaro
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
3
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
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