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subject:"ARCH model"
~person:"Lönnbark, Carl"
~type_genre:"Working Paper"
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ARCH model
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Risk measure
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ARCH-Modell
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Lönnbark, Carl
McAleer, Michael
10
Paolella, Marc S.
10
Chlebus, Marcin
8
Giot, Pierre
8
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6
Mittnik, Stefan
6
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5
Chang, Chia-Lin
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Haas, Markus
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Dijk, Herman K. van
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Rengifo, Erick W.
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Trojani, Fabio
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Allen, David E.
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Andersen, Torben
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Ben Omrane, Walid
2
Bollerslev, Tim
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Broda, Simon A.
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Umeå economic studies
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ECONIS (ZBW)
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009577582
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2
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
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3
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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4
A corrected value-at-risk predictor
Lönnbark, Carl
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003656086
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