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~subject:"Schätztheorie"
~type_genre:"Bibliografie"
~type_genre:"Bibliography included"
~type_genre:"Thesis"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Conditional density models integrating fuzzy and probabilistic representations of uncertainty
Almeida e Santos Nogueira, Rui Jorge
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2014
Persistent link: https://www.econbiz.de/10010432244
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2
Asymptotic theory for M-estimators in general autoregressive conditional heteroscedastic time series models
Tinkl, Fabian
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2013
Persistent link: https://www.econbiz.de/10010408637
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3
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011433554
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4
Empirical analysis of the EU term structure of interest rates
Kotchlamazashvili, Zurab
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2014
Persistent link: https://www.econbiz.de/10010475329
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5
Essays on fine structure of asset returns, jumps, and stochastic volatility
Yu, Jung-suk
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2006
Persistent link: https://www.econbiz.de/10003973904
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6
Advances in the specification and the estimation of multivariate GARCH models
Rombouts, Jeroen V. K.
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2004
Persistent link: https://www.econbiz.de/10002362723
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7
Three essays on modeling conditional correlation
Sheppard, Kevin
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2004
Persistent link: https://www.econbiz.de/10003550225
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8
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
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1999
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1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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9
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
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10
Essays on financial time series models
Karanasos, Menelaos
-
1998
Persistent link: https://www.econbiz.de/10001436961
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