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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros"
~person:"Gao, Jiti"
~person:"Rodriguez, Gabriel"
~person:"Sentana, Enrique"
~subject:"Börsenkurs"
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Volatility
Börsenkurs
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Bollerslev, Tim
Gao, Jiti
Rodriguez, Gabriel
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Linton, Oliver
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Kapetanios, George
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Cambridge working papers in economics
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
Documento de trabajo
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Journal of econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Review of Pacific Basin financial markets and policies
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
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2019
Persistent link: https://www.econbiz.de/10012698837
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2
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
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1997
Persistent link: https://www.econbiz.de/10000994721
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3
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
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