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Search: subject:"Univariate Conditional Volatility Models"
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Daily Model-based Tourism Financial Conditions Index
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Financial Conditions Index
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Monetary Conditions Index
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ARCH model
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Univariate conditional volatility models
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Chang, Chia-Lin
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International review of economics & finance : IREF
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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 …
Persistent link: https://www.econbiz.de/10011109105
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2
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
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