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subject:"ARCH model"
~accessRights:"free"
~person:"Escobar, Marcos"
~person:"Hafner, Christian M."
~type_genre:"Arbeitspapier"
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ARCH model
ARCH-Modell
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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GARCH
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Escobar, Marcos
Hafner, Christian M.
McAleer, Michael
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3
Chan, Felix
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Nielsen, Morten Ørregaard
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
3
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
4
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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