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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Westfälische Wilhelms-Universität Münster"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Zeitreihenanalyse
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Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova
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2017
Persistent link: https://www.econbiz.de/10012200829
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2
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
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