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~isPartOf:"Finance research letters"
~language:"eng"
~subject:"ARCH model"
~type_genre:"Article in journal"
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ARCH model
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ECONIS (ZBW)
176
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171
Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo
- In:
Finance research letters
5
(
2008
)
3
,
pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
Saved in:
172
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
Nakatani, Tomoaki
;
Teräsvirta, Timo
- In:
Finance research letters
5
(
2008
)
2
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003751298
Saved in:
173
Robustness of the risk-return relationship in the US stock market
Lanne, Markuu
;
Luoto, Jani
- In:
Finance research letters
5
(
2008
)
2
,
pp. 118-127
Persistent link: https://www.econbiz.de/10003751342
Saved in:
174
On the use of the Box-Cox transformation on conditional variance models
Tsiotas, G.
- In:
Finance research letters
4
(
2007
)
1
,
pp. 28-32
Persistent link: https://www.econbiz.de/10003442052
Saved in:
175
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
176
Scale-consistent value-at-risk
Lehnert, Thorsten
;
Wolff, Christiaan Cornelis Petrus
- In:
Finance research letters
1
(
2004
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10003307269
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