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~person:"Hong, G.S."
~person:"Li, Dong"
~subject:"ARCH-Modell"
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ARCH-Modell
Estimation theory
3
Schätztheorie
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ARCH model
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Portmanteau test
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Zeitreihenanalyse
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Adaptive inference
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Augmented DAR model
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Copula time series model
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Kernelized Stein discrepancy
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Lagrange multiplier test
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Non-standard asymptotics
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Parameter on the boundary
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Self-weighted QMLE
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Semiparametric BEKK model
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Semiparametric GARCH model
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Hong, G.S.
Li, Dong
Zhu, Ke
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Jiang, Feiyu
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Journal of econometrics
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Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
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2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
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