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~subject:"Schätzung"
~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Schätzung
1999-2008
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ARCH model
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ARCH-Modell
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Hecq, Alain W. J.
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Laurent, Sébastien
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Journal of econometrics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CREATES research paper
3
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of forecasting
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Applied financial economics
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CAMA working paper series
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Economics and finance working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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Research paper series / Swiss Finance Institute
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Technological forecasting & social change : an international journal
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The empirical economics letters : a monthly international journal of economics
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The journal of futures markets
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Working paper
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A statistical equilibrium perspective on corporate profitability
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Amfiteatru economic : an economic and business research periodical
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Annals of finance
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Applied quantitative finance
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Arbeitspapier / Institut für Statistik und Ökonometrie
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Asian Academy of Management journal
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Asian African journal of economics and econometrics
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CAMA Working Paper 31/2013
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CBN journal of applied statistics
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CIE working paper series
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CORE discussion paper : DP
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Central Bank review / The Central Bank of the Republic of Turkey
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Computational economics
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Department of Economics working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Discussion paper / Tinbergen Institute
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
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