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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"USA"
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Granger, C. W. J.
7
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1
Model-free volatility prediction
Politis, Dimitris N.
-
2003
Persistent link: https://www.econbiz.de/10002118468
Saved in:
2
Games and discrimination : lessons from the weakest link
Antonovics, Kate
;
Arcidiacono, Peter
;
Walsh, Randall P.
-
2003
Persistent link: https://www.econbiz.de/10001753299
Saved in:
3
Hidden cointegration
Granger, C. W. J.
;
Yoon, Gawon
-
2002
Persistent link: https://www.econbiz.de/10001659322
Saved in:
4
Persistent racial wage inequality
Antonovics, Kate
-
2002
Persistent link: https://www.econbiz.de/10001659340
Saved in:
5
Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella
-
2002
Persistent link: https://www.econbiz.de/10001711390
Saved in:
6
Hypernormal densities
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
-
2002
Persistent link: https://www.econbiz.de/10001711395
Saved in:
7
Structurally-induced volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
-
2002
Persistent link: https://www.econbiz.de/10001711705
Saved in:
8
Revisiting Okun's law : an hysteretic perspective
Schorderet, Yann
-
2001
Persistent link: https://www.econbiz.de/10001618424
Saved in:
9
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
10
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
2001
Persistent link: https://www.econbiz.de/10001574558
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