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person:"Bollerslev, Tim"
~language:"eng"
~person:"Lucas, André"
~person:"Mykland, Per A."
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Search: subject_exact:"Estimation theory"
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Estimation theory
94
Schätztheorie
94
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43
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32
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32
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25
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25
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
Phillips, Peter C. B.
299
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184
Gao, Jiti
163
Härdle, Wolfgang
144
Linton, Oliver
141
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136
Newey, Whitney K.
125
McAleer, Michael
108
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
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90
Heckman, James J.
86
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84
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83
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83
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81
Robinson, Peter M.
80
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77
Gouriéroux, Christian
76
Koopman, Siem Jan
76
Li, Qi
75
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75
Lechner, Michael
74
Wooldridge, Jeffrey M.
74
Bera, Anil K.
73
Franses, Philip Hans
73
Dette, Holger
71
Stock, James H.
71
Horowitz, Joel
69
Su, Liangjun
69
Simar, Léopold
68
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
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65
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65
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65
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65
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91
A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Saved in:
92
Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim
- In:
Journal of econometrics
3
(
1986
),
pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
Saved in:
93
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
94
Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim
-
1985
Persistent link: https://www.econbiz.de/10001933645
Saved in:
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