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~institution:"European University Institute / Department of Economics"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
ARCH model
4
ARCH-Modell
4
Theorie
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Theory
4
Capital income
2
Zeitreihenanalyse
2
1946-2002
1
Heteroscedasticity
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Heteroskedastizität
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Markov-Kette
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Multivariate Verteilung
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Saikkonen, Pentti
2
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1
Lanne, Markku
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Meitz, Mika
1
Rockinger, Michael
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European University Institute / Department of Economics
International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
8
Centre for Analytical Finance <Århus>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Econometrisch Instituut <Rotterdam>
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Center for Economic Research <Tilburg>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Springer Fachmedien Wiesbaden
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
2
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
3
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
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