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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of econometrics"
~person:"Paolella, Marc S."
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~type:"article"
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Rombouts, Jeroen V. K.
Paolella, Marc S.
Francq, Christian
5
Hallin, Marc
3
Kim, Donggyu
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Li, Guodong
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Zakoïan, Jean-Michel
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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2
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
3
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
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