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subject:"Germany"
~subject:"Volatility"
~person:"Amado, Cristina"
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Amado, Cristina
Medeiros, Marcelo C.
6
McAleer, Michael
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Härdle, Wolfgang
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Ivashchenko, Sergey
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Lanne, Markku
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Lux, Thomas
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Peel, David
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Saikkonen, Pentti
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Baruník, Jozef
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Bekiros, Stelios
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Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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2
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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