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  • Search: subject:"autoregressive conditional heteroscedastic model"
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Subject
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ARCH model 1 ARCH-Modell 1 Aktienindex 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Estimation theory 1 Generalized Autoregressive Conditional Heteroscedastic Model 1 Mauritius 1 Saisonale Schwankungen 1 Schätztheorie 1 Seasonal variations 1 Seasonality Effect 1 Stock index 1 Time series analysis 1 Weak form Efficiency 1 Zeitreihenanalyse 1 autoregressive conditional heteroscedastic model 1 financial asset returns 1 high-frequency data 1 stationary time series 1 stochastic volatility class of models 1
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Free 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
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BIRĂU, FELICIA RAMONA 1 Fauzel, Sheereen 1
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Anale. Seria Stiinte Economice. Timisoara 1 International journal of economics and financial issues : IJEFI 1
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ECONIS (ZBW) 1 RePEc 1
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A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius
Fauzel, Sheereen - In: International journal of economics and financial issues … 6 (2016) 2, pp. 745-755
Persistent link: https://www.econbiz.de/10011697358
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STOCHASTIC VOLATILITY MODELS FOR FINANCIAL TIME SERIES ANALYSIS
BIRĂU, FELICIA RAMONA - In: Anale. Seria Stiinte Economice. Timisoara XVIII/Supplement (2012) November, pp. 472-475
autoregressive conditional heteroscedastic model (ARCH), the generalized autoregressive conditional heteroscedastic (GARCH) model and …
Persistent link: https://www.econbiz.de/10010681293
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