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subject:"ARCH-Modell"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
3
Bayes-Statistik
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3
Börsenkurs
1
Capital income
1
Estimation theory
1
Forecasting
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Forecasting model
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GARCH
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Kapitaleinkommen
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Marginal likelihood
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Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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Recurrent regimes
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Risikomaß
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Risk measure
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Schätztheorie
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Bauwens, Luc
Blazsek, Szabolcs
3
Haas, Markus
3
Karanasos, Menelaos
3
Maheu, John M.
3
Nam, Kiseok
3
Aknouche, Abdelhakim
2
Bu, Ruijun
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Carnero, M. Angeles
2
Chan, Jennifer So Kuen
2
Chen Zhou
2
Chung, Huimin
2
Conrad, Christian
2
Dark, Jonathan
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Dimitrakopoulos, Stefanos
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Dufays, Arnaud
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Kok Haur Ng
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Račev, Svetlozar T.
2
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2
Teräsvirta, Timo
2
Wang, Yudong
2
Wu, Chongfeng
2
Yang, Minxian
2
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Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
Journal of econometrics
2
LIDAM discussion paper CORE
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
SFB 649 discussion paper
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
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1
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
2
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
3
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
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