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subject:"ARCH model"
~accessRights:"free"
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~subject:"Sampling"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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ARCH model
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
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2020
Persistent link: https://www.econbiz.de/10012317803
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2
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
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3
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
4
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
Han, Heejoon
;
Kristensen, Dennis
-
2012
Persistent link: https://www.econbiz.de/10009537600
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