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~isPartOf:"Journal of applied econometrics"
~person:"Lucas, André"
~subject:"ARCH-Modell"
~subject:"Euro area"
~type_genre:"Aufsatz in Zeitschrift"
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Lucas, André
Dijk, Dick van
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Franses, Philip Hans
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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2
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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