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subject:"ARCH-Modell"
~isPartOf:"CORE discussion paper : DP"
~person:"Bauwens, Luc"
~person:"Laurent, Sébastien"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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ARCH-Modell
Multivariate Analyse
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ARCH model
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7
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2
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2
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2
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Bauwens, Luc
Laurent, Sébastien
Rombouts, Jeroen V. K.
7
Giot, Pierre
6
Hafner, Christian M.
3
Kokoszka, Piotr
2
Violante, Francesco
2
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1
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CORE discussion paper : DP
CORE discussion papers : DP
17
Discussion papers / UCL, Département des Sciences Economiques
5
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5
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CIRANO - Scientific Publications 2009s-45
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of research methods and applications in empirical finance
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ECONIS (ZBW)
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1
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
3
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
4
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
5
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
7
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
Saved in:
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