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~type_genre:"Book section"
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Search: subject_exact:"Homoscedasticity"
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Statistical properties of GARCH processes
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Maximum likelihood estimation of misspecified models : twenty years later
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Recent accomplishments in applied forest economics research
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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FX pricing and strategic trading
Müller, Sebastian Christoph
;
Haas, Markus
- In:
Empirical investigations of current monetary and fiscal …
,
(pp. 51-118)
.
2017
Persistent link: https://www.econbiz.de/10012134574
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2
Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 169-203)
.
2013
Persistent link: https://www.econbiz.de/10010252334
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3
The cost of power outages to heterogeneous households : an application of the mixed gamma-lognormal distribution
Layton, David F.
;
Moeltner, Klaus
- In:
Applications of simulation methods in environmental and …
,
(pp. 35-54)
.
2005
Persistent link: https://www.econbiz.de/10003078259
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4
An econometric analysis of differences in stumpage values using micro-level harvesting data
Størdal, St°ale
;
Baardsen, Sjur
- In:
Recent accomplishments in applied forest economics research
,
(pp. 63-71)
.
2003
Persistent link: https://www.econbiz.de/10001996473
Saved in:
5
Testing in GMM models without truncation
Vogelsang, Timothy J.
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 199-233)
.
2003
Persistent link: https://www.econbiz.de/10001916340
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6
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
- In:
Statistical properties of GARCH processes
,
(pp. 87-102)
.
1997
Persistent link: https://www.econbiz.de/10001301556
Saved in:
7
Fourth moment structure of the GARCH (p, q) process
He, Changli
- In:
Statistical properties of GARCH processes
,
(pp. 57-86)
.
1997
Persistent link: https://www.econbiz.de/10001301557
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