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~subject:"ARCH-Modell"
~person:"Shephard, Neil G."
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ARCH-Modell
Multivariate Analyse
13
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6
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4
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Shephard, Neil G.
McAleer, Michael
23
Hafner, Christian M.
22
Herwartz, Helmut
16
Rombouts, Jeroen V. K.
14
Caporin, Massimiliano
12
Teräsvirta, Timo
12
Asai, Manabu
11
Silvennoinen, Annastiina
11
Hammoudeh, Shawkat
10
Paolella, Marc S.
10
Guesmi, Khaled
9
Mensi, Walid
9
Bauwens, Luc
8
Kang, Sang Hoon
8
Laurent, Sébastien
8
Ledoit, Olivier
8
Sheppard, Kevin
8
Barigozzi, Matteo
7
Capasso, Marco
7
Conrad, Christian
7
De Nard, Gianluca
7
Dhaene, Geert
7
Engle, Robert F.
7
Ghorbel, Ahmed
7
Koopman, Siem Jan
7
Polak, Pawel
7
Stentoft, Lars
7
Violante, Francesco
7
Wolf, Michael
7
Yoon, Seong-min
7
Allen, David E.
6
Haas, Markus
6
Karanasos, Menelaos
6
Manera, Matteo
6
Nguyen, Duc Khuong
6
Noureldin, Diaa
6
Powell, Robert
6
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Department of Economics discussion paper series / University of Oxford
2
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1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Multivariate
rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate
rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Multivariate
high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
5
Multivariate
rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
6
Multivariate
high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
Saved in:
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