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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~person:"Francq, Christian"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Estimation theory
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Stambaugh, Robert F.
Engle, Robert F.
Francq, Christian
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
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Antell, Jan
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
11
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
Jingji-lunwen
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Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
The review of financial studies
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1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
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