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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Birkbeck College / Department of Economics"
~subject:"Panel"
~subject:"Regressionsanalyse"
~subject:"VAR-Modell"
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Estimation theory
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
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9
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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