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~subject:"Statistischer Test"
~subject:"Risk premium"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Ökonometrische Spezifikation"
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Statistischer Test
Risk premium
Modellierung
32
Scientific modelling
32
Time series analysis
12
Zeitreihenanalyse
12
Volatility
9
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9
Stochastic process
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Teräsvirta, Timo
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Würtz, Allan H.
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Andersen, Torben
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Bollerslev, Tim
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1
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Silvennoinen, Annastiina
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Sizova, Natalia
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CREATES research paper
Journal of econometrics
23
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7
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Global COE Hi-Stat discussion paper series
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The econometrics journal
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ECONIS (ZBW)
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
3
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
4
Estimating the effect of a variable in a high-dimensional regression model
Jensen, Peter Sandholt
;
Würtz, Allan H.
-
2010
Persistent link: https://www.econbiz.de/10008746094
Saved in:
5
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
6
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
7
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
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