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subject:"ARCH-Modell"
~isPartOf:"CORE discussion paper : DP"
~person:"Bauwens, Luc"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
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Theorie
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1992-1998
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Bayes-Statistik
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Bauwens, Luc
Rombouts, Jeroen V. K.
7
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6
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5
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3
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CORE discussion paper : DP
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
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3
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Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
2
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
3
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:
4
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
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