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isPartOf:"Econometric reviews"
~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~isPartOf:"Forecasting volatility in the financial markets"
~source:"econis"
~subject:"ARCH model"
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
Forecasting volatility in the financial markets
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On the choice of covariance specifications for portfolio selection problems
Ferreira, Alexandre R.
;
Santos, André A. P.
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 89-122
Persistent link: https://www.econbiz.de/10011860512
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2
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
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3
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
Saved in:
4
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
5
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
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