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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Kumar, Dilip"
~person:"Mancino, Maria Elvira"
~person:"Teräsvirta, Timo"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Croux, Christophe
Kumar, Dilip
Mancino, Maria Elvira
Teräsvirta, Timo
Maasoumi, Esfandiar
3
McAleer, Michael
2
Amado, Cristina
1
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Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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2
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
3
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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