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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"CORE discussion papers : DP"
~person:"Bauwens, Luc"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Share price
ARCH model
Stochastischer Prozess
Theory
Estimation theory
6
Schätztheorie
6
Correlation
4
Korrelation
4
ARCH-Modell
2
Analysis of variance
2
Hadamard exponential matrix
2
Linear algebra
2
Lineare Algebra
2
Varianzanalyse
2
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
Dynamic conditional correlations
1
Forecasting
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
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Multivariate GARCH
1
Multivariate HEAVY
1
Multivariate analysis
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Realized correlations
1
Stochastic process
1
Time series analysis
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Zeitreihenanalyse
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dynamic conditional correlations
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dynamic covariances and correlations
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realized covariances
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regime-switching dynamic correlations
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Stambaugh, Robert F.
Bauwens, Luc
Preminger, Arie
5
Hafner, Christian M.
4
Storti, Giuseppe
3
Bouezmarni, Taoufik
2
Galli, Fausto
2
Bauwensa, Luc
1
Braione, Manuela
1
Cosma, Antonio
1
Laurent, Sébastien
1
Otranto, Edoardo
1
Rombouts, Jeroen V. K.
1
Van Bellegem, Sébastien
1
Violante, Francesco
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Xu, Yongdeng
1
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CORE discussion papers : DP
CORE discussion paper : DP
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Discussion papers / UCL, Département des Sciences Economiques
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
L'hétérogénéité en économétrie : numéro spécial
1
NBER Working Paper
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NBER working paper series
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Rodney L. White Center for Financial Research
1
Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Center for Research in Security Prices
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Working papers / Rodney L. White Center for Financial Research
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DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
2
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
3
Efficient importance sampling for ML estimation of SCD models
Bauwens, Luc
(
contributor
);
Galli, Fausto
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526529
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