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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometric reviews"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
~subject:"Multivariate GARCH"
~subject:"Nonlinear regression"
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Search: subject_exact:"Estimation theory"
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Share price
Multivariate GARCH
Nonlinear regression
Estimation theory
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
3
ARCH-Modell
3
Nichtlineare Regression
3
Volatility
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Constant conditional correlation
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Estimation
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misspecification testing
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Capital income
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Conditional heteroskedasticity
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LM test
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Model selection
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Neural networks
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Nonlinear autoregressive model
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Nonlinear time series
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Stambaugh, Robert F.
Tauchen, George Eugene
Teräsvirta, Timo
Amado, Cristina
1
Ashley, Richard A.
1
Billé, Anna Gloria
1
Blasques, Francisco
1
Cho, Jin Seo
1
Dagum, Estela Bee
1
Galbraith, John W.
1
Hsiao, Cheng
1
Kock, Anders Bredahl
1
Koopman, Siem Jan
1
Leorato, Samantha
1
Li, Haiqi
1
Li, Shuo
1
Liang, Zhongwen
1
Lin, Zhongjian
1
Lucas, André
1
Maasoumi, Esfandiar
1
McAleer, Michael
1
Park, Sung Y.
1
Patterson, Douglas M.
1
Phillips, Robert F.
1
Rusticelli, Elena
1
Seong, Dakyung
1
Silvennoinen, Annastiina
1
Smallwood, Aaron D.
1
Tu, Yundong
1
Uematsu, Yoshimasa
1
Wright, Jonathan H.
1
Zhu, Jingmei
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Econometric reviews
Journal of econometrics
7
CREATES research paper
6
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
CORE discussion papers : DP
1
Discussion paper / Tinbergen Institute
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
3
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
4
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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