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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Caldeira, João F."
~person:"Gangopadhyay, Ashis"
~person:"Giet, Ludovic"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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ARCH model
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Caldeira, João F.
Gangopadhyay, Ashis
Giet, Ludovic
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Andreou, Alena
1
Audrino, Francesco
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Balter, Janine
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Bu, Ruijun
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Frederiksen, Per
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Hadri, Kaddour
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Hassler, Uwe
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Härdle, Wolfgang
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Ikeda, Shin S.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
3
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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