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  • Search: subject:"Univariate Conditional Volatility Models"
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Consistent Estimation 1 Daily Model-based Tourism Financial Conditions Index 1 Financial Conditions Index 1 Monetary Conditions Index 1 Univariate Conditional Volatility Models 1
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Chang, Chia-Lin 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Modelling a Latent Daily Tourism Financial Conditions Index
Chang, Chia-Lin - Volkswirtschaftliche Fakultät, … - 2014
univariate conditional volatility models are considered, namely GARCH, GJR and EGARCH, in an attempt to capture the inherent …
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