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person:"Grammig, Joachim"
~person:"Babaev, Mamed"
~person:"Brooks, Robert"
~person:"Cheffou, Abdoulkarim Idi"
~subject:"ARCH model"
~type_genre:"Book section"
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Grammig, Joachim
Babaev, Mamed
Brooks, Robert
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
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2
Neuro-linguistic-programming-based modeling of stock markets
Babaev, Mamed
;
Savenko, Oxana
- In:
Fractal approaches for modeling financial assets and …
,
(pp. 205-229)
.
2018
Persistent link: https://www.econbiz.de/10011860802
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3
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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4
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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