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source:"econis"
~person:"Robinson, Peter M."
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Time series analysis
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Robinson, Peter M.
McAleer, Michael
29
Koopman, Siem Jan
27
Caporale, Guglielmo Maria
25
Lux, Thomas
23
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
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Lucas, André
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Andersen, Torben
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Bos, Charles S.
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Dijk, Dick van
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Bollerslev, Tim
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Chan, Joshua
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Sibbertsen, Philipp
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Lütkepohl, Helmut
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Rodriguez, Gabriel
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Blasques, Francisco
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Gonçalves, Sílvia
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Hafner, Christian M.
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Hansen, Peter Reinhard
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Chang, Chia-Lin
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Kilian, Lutz
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Leschinski, Christian
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Meddahi, Nour
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Tauchen, George Eugene
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Allen, David E.
6
Bauwens, Luc
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Clark, Todd E.
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Gupta, Rangan
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Herwartz, Helmut
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Hounyo, Ulrich
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Plastun, Alex
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Swanson, Norman R.
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Asai, Manabu
5
Barunik, Jozef
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Baruník, Jozef
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Carriero, Andrea
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Conrad, Christian
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Delle Monache, Davide
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / LSE Financial Markets Group
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Suntory and Toyota International Centres for Economics and Related Disciplines
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ECONIS (ZBW)
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
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Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
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