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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Di, Jianing"
~person:"Trojani, Fabio"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Zinsstruktur"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
Estimation
Zinsstruktur
ARCH-Modell
3
Estimation theory
2
Forecasting model
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
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Schätztheorie
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Schätzung
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GARCH
1
Panel
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Panel study
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Risk measure
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Simulation
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Theory
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Time series analysis
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US dollar
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US-Dollar
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USA
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United States
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Welt
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World
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efficiency
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kernel
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Di, Jianing
Trojani, Fabio
Engle, Robert F.
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Horváth, Lajos
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Caporin, Massimiliano
2
Chen, Yi-ting
2
Fleming, Jeff
2
Francq, Christian
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Ghysels, Eric
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Haas, Markus
2
Kirby, Chris
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Mittnik, Stefan
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Olmo, Jose
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Paolella, Marc S.
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Ruiz, Esther
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Silvennoinen, Annastiina
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Teräsvirta, Timo
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Zakoïan, Jean-Michel
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Ahoniemi, Katja
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Audrino, Francesco
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Badescu, Alexandru
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Barunik, Jozef
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Brooks, Chris
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Burke, Simon P.
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Caldeira, João F.
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Caporale, Guglielmo Maria
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Cappiello, Lorenzo
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Carnero, M. Angeles
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Christoffersen, Peter F.
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Conrad, Christian A.
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Cui, Zhenyu
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Dufays, Arnaud
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Durham, Garland
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Escanciano, J. Carlos
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Fantazzini, Dean
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Franses, Philip Hans
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Fuertes, Ana María
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Research paper series / Swiss Finance Institute
1
The econometrics journal
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University of St.Gallen, Department of Economics, Discussion Paper
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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:
2
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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