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~source:"econis"
~subject:"ARCH-Modell"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Econometric modeling and forecasting in financial markets
Borup, Daniel
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2019
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This version: October 9, 2019
Persistent link: https://www.econbiz.de/10012519559
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2
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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3
Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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4
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011343436
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5
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard
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2014
Persistent link: https://www.econbiz.de/10010256282
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6
Essays in financial econometrics
De Lira Salvatierra, Irving Arturo
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2015
Persistent link: https://www.econbiz.de/10012507700
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7
Analysis of volatility spillover effects : two-stage procedure based on a modified GARCH-M
Ezzati, Parinaz
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2013
Persistent link: https://www.econbiz.de/10010200479
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8
Essays in financial econometrics
Carlston, Benjamin
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2013
Persistent link: https://www.econbiz.de/10012501041
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9
Essays in financial econometrics
Xiu, Dacheng
-
2011
Persistent link: https://www.econbiz.de/10011950727
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