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~isPartOf:"CREATES research paper"
~subject:"ARCH-Modell"
~subject:"Nichtparametrisches Verfahren"
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ARCH-Modell
Nichtparametrisches Verfahren
Modellierung
32
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12
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9
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Teräsvirta, Timo
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Amado, Cristina
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Bohn Nielsen, Heino
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Dziubinski, Matt
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CREATES research paper
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric Institute research papers
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Econometrics : open access journal
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cowles Foundation discussion paper
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Discussion papers / Department of Economics, University of Copenhagen
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
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2009
Persistent link: https://www.econbiz.de/10003883603
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2
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
3
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:
4
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
5
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
6
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
7
Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779686
Saved in:
8
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
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