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isPartOf:"Discussion paper / Tinbergen Institute"
type:"book"
~person:"Lundbergh, Stefan"
~person:"Peracchi, Franco"
~subject:"Theorie"
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Estimation theory
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Schätztheorie
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Time series analysis
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Theory
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ARCH model
1
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adaptive lasso
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asymptotic normality
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double-shrinkage estimators
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Lundbergh, Stefan
Peracchi, Franco
Kleibergen, Frank
9
Haan, Laurens de
6
Franses, Philip Hans
5
Kiviet, J. F.
5
Daníelsson, Jón
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Gooijer, Jan G. de
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Lucas, André
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Bijwaard, Govert
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Boswijk, Herman Peter
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Cheng, Shihong
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2
Dannenburg, Dennis Ramon
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Dijk, Dick van
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Dijk, Herman K. van
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Montfort, Kees van
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Peng, Liang
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Pereira, T. Themido
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Phillips, Garry D. A.
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Resnick, Sidney I.
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Rietveld, Piet
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Sluis, Pieter J. van der
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Teräsvirta, Timo
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Vogelsang, Timothy J.
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Bunzel, Helle
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Cheng, Yebin
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Discussion paper / Tinbergen Institute
SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
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2
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
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