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isPartOf:"CORE discussion papers : DP"
type_genre:"Graue Literatur"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Hafner, Christian M."
~person:"Xu, Yongdeng"
~subject:"Volatilität"
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Xu, Yongdeng
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CORE discussion papers : DP
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CORE discussion paper : DP
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Discussion papers of interdisciplinary research project 373
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SFB 649 discussion paper
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
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2
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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3
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
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