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subject:"Indien"
subject:"Öffentliche Ausgaben"
~person:"Hafner, Christian M."
~subject:"ARCH model"
~type_genre:"Working Paper"
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Indien
Öffentliche Ausgaben
ARCH model
Estimation theory
21
Schätztheorie
21
ARCH-Modell
9
Correlation
5
Korrelation
5
Theorie
5
Theory
5
Volatility
5
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5
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Option pricing theory
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Core
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GARCH
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English
9
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Hafner, Christian M.
Francq, Christian
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Audrino, Francesco
7
Linton, Oliver
6
Rahbek, Anders
6
Sheppard, Kevin
6
Engle, Robert F.
5
Nielsen, Morten Ørregaard
5
Preminger, Arie
5
Shephard, Neil G.
5
Trojani, Fabio
5
Battese, George Edward
4
Cavaliere, Giuseppe
4
Fiorentini, Gabriele
4
Koopman, Siem Jan
4
Lütkepohl, Helmut
4
Ooms, Marius
4
Pedersen, Rasmus Søndergaard
4
Sentana, Enrique
4
Silvennoinen, Annastiina
4
Violante, Francesco
4
Bauwens, Luc
3
Calzolari, Giorgio
3
Carnero, M. Angeles
3
Coelli, Tim
3
Collard-Wexler, Allan
3
De Loecker, Jan
3
Gorgi, Paolo
3
Grassi, Stefano
3
Krämer, Walter
3
Lucas, André
3
Majumder, Amita
3
McAleer, Michael
3
Prono, Todd
3
Ray, Ranjan
3
Storti, Giuseppe
3
Taylor, Robert
3
Tinkl, Fabian
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Econometrisch Instituut <Rotterdam>
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CORE discussion papers : DP
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CORE discussion paper : DP
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ECONIS (ZBW)
9
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1
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
2
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
3
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
4
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
5
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
6
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
7
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
8
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
9
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
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