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person:"Allen, David E."
subject:"Börsenkurs"
~isPartOf:"Cambridge working papers in economics"
~person:"Ding, Dexter"
~person:"Pesaran, M. Hashem"
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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
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2021
Persistent link: https://www.econbiz.de/10013254143
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2
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
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Kapetanios, George
;
Pesaran, M. Hashem
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2012
Persistent link: https://www.econbiz.de/10009579875
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
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2010
Persistent link: https://www.econbiz.de/10003981032
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002808714
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