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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
~subject:"Schätzung"
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Engle, Robert F.
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Discussion paper / Department of Economics, University of California San Diego
Working paper series / University of Zurich, Department of Economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Forecasting volatility in the financial markets
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ECONIS (ZBW)
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1
GARCH
gamma
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10000915837
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2
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
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3
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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4
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
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