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  • Search: subject:"Realized GARCH models"
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Year of publication
Subject
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Realized GARCH models 4 high-frequency data 4 long memory 4 ARCH-Modell 3 Aktie 3 Maximum-Likelihood-Schätzung 3 Zeitreihenanalyse 3 realized measures 3 ARCH model 2 Maximum likelihood estimation 2 Share 2 Time series analysis 2 Volatility 1 Volatilität 1 realized measures. 1
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Online availability
All
Free 4
Type of publication
All
Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 1 Non-commercial literature 1
Language
All
English 3 Undetermined 1
Author
All
Vander Elst, Harry 3 Elst, Harry Vander 1
Institution
All
Nationale Bank van België/Banque national de Belqique (BNB) 1
Published in...
All
ECARES working paper 1 NBB Working Paper 1 Working Paper Research 1 Working paper / National Bank of Belgium / National Bank of Belgium 1
Source
All
ECONIS (ZBW) 2 EconStor 1 RePEc 1
Showing 1 - 4 of 4
Cover Image
FloGARCH: Realizing long memory and asymmetries in returns volatility
Vander Elst, Harry - 2015
Realized GARCH models. …
Persistent link: https://www.econbiz.de/10011506800
Saved in:
Cover Image
FloGARCH : Realizing long memory and asymmetries in returns volatility
Elst, Harry Vander - Nationale Bank van België/Banque national de Belqique (BNB) - 2015
Realized GARCH models. …
Persistent link: https://www.econbiz.de/10011272800
Saved in:
Cover Image
FloGARCH : realizing long memory and asymmetries in returns volatility
Vander Elst, Harry - 2015
Persistent link: https://www.econbiz.de/10011289172
Saved in:
Cover Image
FloGARCH : realizing long memory and asymmetries in returns volatility
Vander Elst, Harry - 2015
Realized GARCH models. …
Persistent link: https://www.econbiz.de/10011586235
Saved in:
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