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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"CREATES research paper"
~isPartOf:"Universität Dortmund / Research Paper"
~person:"Krämer, Walter"
~person:"Teräsvirta, Timo"
~type_genre:"Graue Literatur"
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Share price
Estimation theory
12
Schätztheorie
12
Time series analysis
6
Zeitreihenanalyse
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ARCH model
5
ARCH-Modell
5
Nichtlineare Regression
4
Nonlinear regression
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Börsenkurs
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Stambaugh, Robert F.
Krämer, Walter
Teräsvirta, Timo
Silvennoinen, Annastiina
2
Callot, Laurent
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Grassi, Stefano
1
Hall, Anthony D.
1
Kock, Anders B.
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Medeiros, Marcelo C.
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CREATES research paper
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Forschungsbericht / Universität Dortmund, Fachbereich Statistik
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NCER working paper series
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SSE EFI working paper series in economics and finance
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper series / Center for Research in Security Prices
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ECONIS (ZBW)
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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2
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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3
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000959254
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