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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Francq, Christian"
~person:"Nolte, Ingmar"
~person:"Santos, André A. P."
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Volatility
Estimation theory
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Schätztheorie
4
ARCH model
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ARCH-Modell
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Estimation
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Forecasting model
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Daníelsson, Jón
Francq, Christian
Nolte, Ingmar
Santos, André A. P.
Andreou, Alena
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
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Carrasco, Marine
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Fan, Jianqing
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Frederiksen, Per
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Ghysels, Eric
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Horváth, Lajos
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Lv, Jinchi
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Moura, Guilherme Valle
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Mykland, Per A.
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Rodrigues, Paulo M. M.
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Rubia, Antonio
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Usami, Takashi
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Visser, Marcel P.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
4
Discussion paper / Tinbergen Institute
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Discussion paper series / LSE Financial Markets Group
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Econometric theory
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Journal of banking & finance
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Journal of empirical finance
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Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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