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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~person:"Zhang, Rongmao"
~subject:"ARCH model"
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Zhang, Rongmao
Francq, Christian
9
Kumar, Dilip
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6
Sucarrat, Genaro
5
Zakoïan, Jean-Michel
5
Kim, Jong-Min
4
Li, Dong
4
Li, Guodong
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Ling, Shiqing
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Rahbek, Anders
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Zhu, Ke
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3
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3
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3
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Tsay, Ruey S.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
2
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
3
On a threshold double autoregressive model
Li, Dong
;
Ling, Shiqing
;
Zhang, Rongmao
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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