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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~person:"Agosto, Arianna"
~person:"Creel, Michael D."
~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"Time series analysis"
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Prognoseverfahren
USA
ARCH-Modell
Share price
Time series analysis
Estimation theory
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Schätztheorie
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Stochastic process
2
Stochastischer Prozess
2
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1
Approximate Bayesian Computation
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Corporate defaults
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Count data
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Estimation
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Exogenous covariates
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Agosto, Arianna
Creel, Michael D.
Baillie, Richard
3
Dacorogna, Michel M.
2
Jondeau, Eric
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Satchell, Stephen
2
Wongwachara, Warapong
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Abergel, Frédéric
1
Amado, Cristina
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1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
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Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
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Chourdakis, Kyriakos
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Daníelsson, Jón
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Dark, Jonathan
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De Backer, Bruno
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Journal of empirical finance
Barcelona GSE working paper series : working paper
1
Economics letters
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ECONIS (ZBW)
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Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
2
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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