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subject:"ARCH-Modell"
~isPartOf:"Discussion papers / UCL, Département des Sciences Economiques"
~person:"Allen, David E."
~person:"Bauwens, Luc"
~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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Bayes-Statistik
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Allen, David E.
Bauwens, Luc
Preminger, Arie
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Discussion papers / UCL, Département des Sciences Economiques
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5
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A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
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2
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538781
Saved in:
3
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297047
Saved in:
4
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297128
Saved in:
5
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
(
contributor
);
Rime, Dagfinn
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003155180
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