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person:"Račev, Svetlozar T."
subject:"Volatility"
~person:"Teräsvirta, Timo"
~subject:"Portfolio selection"
~type_genre:"Graue Literatur"
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Volatility
Portfolio selection
Estimation theory
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modelling volatility
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Račev, Svetlozar T.
Teräsvirta, Timo
Koopman, Siem Jan
9
Gouriéroux, Christian
8
Hafner, Christian M.
8
Linton, Oliver
8
Härdle, Wolfgang
7
Brandt, Michael W.
6
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6
Spokojnyj, Vladimir G.
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Frahm, Gabriel
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Kan, Raymond
5
Kempf, Alexander
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Reiß, Markus
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Rodriguez, Gabriel
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Schmid, Wolfgang
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Alizadeh, Sassan
4
Blasques, Francisco
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Chan, Joshua
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Craig, Ben R.
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Daníelsson, Jón
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Dijk, Dick van
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Keller, Joachim G.
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Korn, Olaf
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Leon-Gonzalez, Roberto
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León-González, Roberto
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Malec, Peter
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Scaillet, Olivier
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Sentana, Enrique
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Silvennoinen, Annastiina
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
5
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
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6
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
7
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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