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type_genre:"Forschungsbericht"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"ARCH-Modell"
~type_genre:"Working Paper"
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Modelling time-varying volatility interactions
Campos-Martins, Susana
;
Amado, Cristina
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2021
Persistent link: https://www.econbiz.de/10012696992
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
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3
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
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