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~subject:"Theorie"
~type_genre:"Article"
~type_genre:"Aufsatzsammlung"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Heteroscedasticity"
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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ECONIS (ZBW)
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Unconventional identication in vector autoregressive models: empirical essays on credit, risk and uncertainty
Podstawski, Maximilian
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2016
Persistent link: https://www.econbiz.de/10012318986
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2
Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore
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2019
Persistent link: https://www.econbiz.de/10012173758
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3
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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4
Essays in financial econometrics : GMM and conditional heteroscedasticity
Aguilar, Mike
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2008
Persistent link: https://www.econbiz.de/10010247172
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5
Estimation and inference under non-stationarity
Qiu, Tian Tian
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2008
Persistent link: https://www.econbiz.de/10011574093
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6
Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício
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2007
Persistent link: https://www.econbiz.de/10003583088
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7
Temporale Aggregation von heteroskedastischen Prozessen : stochastische Differenzengleichungen versus stochastische Differentialgleichungen unter Berücksichtigung von Lévy-Ornstein...
Hegewald, Sabine
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003320495
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8
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
9
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
10
Heteroskedastie- und Autokorrelationskonsistente Kovarianzmatrixschätzung im linearen Regressionsmodell
Berghoff, Sonja
-
1996
Persistent link: https://www.econbiz.de/10013360922
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