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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"CORE discussion papers : DP"
~person:"Preminger, Arie"
~subject:"long memory"
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Volatilität
long memory
Estimation theory
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Schätztheorie
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ARCH model
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ARCH-Modell
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Volatility
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GARCH (1,1)
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Kleinste-Quadrate-Methode
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Least squares method
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Maximum likelihood estimation
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Multivariate Analyse
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asymptotic normality
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consistency
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fractional integration
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Preminger, Arie
Bauwens, Luc
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Hafner, Christian M.
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Launov, Andrey
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Mittnik, Stefan
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Otranto, Edoardo
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Posch, Olaf
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Robinzonov, Nikolay
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Wohlrabe, Klaus
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Xu, Yongdeng
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On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
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