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isPartOf:"The econometrics journal"
~person:"Bauwens, Luc"
~person:"Grammig, Joachim"
~person:"Hafner, Christian M."
~person:"Karanasos, Menelaos"
~type_genre:"Article in journal"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
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2
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2
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Bauwens, Luc
Grammig, Joachim
Hafner, Christian M.
Karanasos, Menelaos
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Preminger, Arie
2
Vrontos, I. D.
2
Čížek, Pavel
2
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The econometrics journal
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6
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5
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5
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4
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3
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ECONIS (ZBW)
6
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1
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
Saved in:
2
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
3
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
4
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
5
Non-monotonic hazard functions and the autoregressive conditional duration model
Grammig, Joachim
;
Maurer, Kai-Oliver
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 16-38
Persistent link: https://www.econbiz.de/10001532205
Saved in:
6
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
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