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type_genre:"Government document"
~isPartOf:"Cambridge working papers in economics"
~subject:"ARCH-Modell"
~type_genre:"Graue Literatur"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
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forecasting
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volatility of volatility
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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
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2
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
3
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
4
Diffusion limits of real-time GARCH
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206472
Saved in:
5
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
6
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
7
Asymptotic theory for Beta-t-GARCH
Ito, Ryoko
-
2016
Persistent link: https://www.econbiz.de/10011455742
Saved in:
8
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011630744
Saved in:
9
Is the depressive effect of renewables on power prices contagious? : a cross border econometric analysis
Phan, Sébastien
;
Roques, Fabien
-
2015
Persistent link: https://www.econbiz.de/10011455281
Saved in:
10
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
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