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~person:"Hansen, Peter Reinhard"
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1992-1993
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ARCH model
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Hansen, Peter Reinhard
Buiter, Willem H.
4
Corsetti, Giancarlo
4
Ommeren, Jos van
4
Pesenti, Paolo A.
4
Bojko, Maksim V.
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Bollerslev, Tim
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Glewwe, Paul
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Jeanne, Olivier
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Kimmel, Jean
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Makepeace, Gerald H.
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Nijkamp, Peter
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Pal, Sarmistha
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Rietveld, Piet
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Shleifer, Andrei
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Svensson, Lars E. O.
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Aleksašenko, Sergej Vladimirovič
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Andersen, Torben
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Berezin, Igorʹ S.
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Brück, Christiane
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A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
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2
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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