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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Kumar, Dilip"
~person:"Teräsvirta, Timo"
~subject:"Multivariate Analyse"
~subject:"Volatilität"
~type_genre:"Book section"
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Probability theory
Statistische Methodenlehre
Multivariate Analyse
Volatilität
Estimation theory
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Schätztheorie
3
Multivariate analysis
2
ARCH model
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ARCH-Modell
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Kumar, Dilip
Teräsvirta, Timo
Gouriéroux, Christian
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Renault, Eric
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Dufour, Jean-Marie
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Feng, Yuanhua
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Florens, Jean-Pierre
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Fourgeaud, Claude
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Fuller, Wayne A.
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Heiler, Siegfried
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Härdle, Wolfgang
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Račev, Svetlozar T.
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Spokojnyj, Vladimir G.
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Sun, Wei
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Handbook of financial time series
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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ECONIS (ZBW)
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 273-326)
.
2013
Persistent link: https://www.econbiz.de/10010252324
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Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
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