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subject:"ARCH-Modell"
~isPartOf:"CORE discussion paper : DP"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Multivariate Analyse
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ARCH model
20
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1984-2000
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Rombouts, Jeroen V. K.
7
Giot, Pierre
6
Laurent, Sébastien
5
Bauwens, Luc
4
Hafner, Christian M.
3
Kokoszka, Piotr
2
Violante, Francesco
2
Bos, Charles S.
1
Dijk, Herman K. van
1
Heinen, Andréas
1
Horváth, Lajos
1
Rengifo, Erick W.
1
Stentoft, Lars
1
Tessière, Gilles
1
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CORE discussion paper : DP
Energy economics
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Finance research letters
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International review of financial analysis
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132
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The North American journal of economics and finance : a journal of financial economics studies
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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 option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
3
Understanding volatility dynamics in the EU-ETS market : lessons from the future
Violante, Francesco
;
Violante, Francesco
-
2009
Persistent link: https://www.econbiz.de/10003850995
Saved in:
4
Asymmetric CAPM dependence for large dimensions : the canonical vine autoregressive model
Heinen, Andréas
;
Valdesogo, Alfonso
-
2009
Persistent link: https://www.econbiz.de/10003965998
Saved in:
5
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
6
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
7
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
8
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos
;
Kokoszka, Piotr
;
Tessière, Gilles
-
2003
Persistent link: https://www.econbiz.de/10001790731
Saved in:
9
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
10
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
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