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~type_genre:"Collection of articles written by one author"
~subject:"Modellierung"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Modellierung
ARCH model
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Collection of articles written by one author
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Jakobsen, Johan Stax
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Laursen, Bo
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Malo, Pekka
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Sheppard, Kevin
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ECON PhD dissertations
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Acta Universitatis Oeconomicae Helsingiensis / A
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Ph.D-afhandling / Økonomisk Institut, Københavns Universitet
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ECONIS (ZBW)
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
-
2018
Persistent link: https://www.econbiz.de/10011818780
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2
Econometric analysis of time-varying volatility in financial markets
Laursen, Bo
-
2017
Persistent link: https://www.econbiz.de/10011818415
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3
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
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4
Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
-
2007
Persistent link: https://www.econbiz.de/10003504508
Saved in:
5
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
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