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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of empirical finance"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~person:"Shi, Yanlin"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Forecasting model
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Bauwens, Luc
Francq, Christian
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Journal of empirical finance
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
5
International journal of forecasting
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Annales d'économie et de statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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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
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