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subject:"Indien"
subject:"Öffentliche Ausgaben"
~isPartOf:"Econometrics papers"
~subject:"ARCH model"
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Local linear fitting under near epoch dependence : uniform consistency with convergence rate
Li, Degui
;
Lu, Zu-di
;
Linton, Oliver
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2010
Persistent link: https://www.econbiz.de/10008649308
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2
Estimation of a semiparametric IGARCH(1,1) model
Kim, Woocheol
;
Linton, Oliver
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2009
Persistent link: https://www.econbiz.de/10003942459
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3
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
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