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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~person:"Pagan, Adrian R."
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
12
Theory
12
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3
Estimation theory
3
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3
Statistischer Test
3
Economic convergence
2
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Dufour, Jean-Marie
Franses, Philip Hans
Pagan, Adrian R.
Laurent, Sébastien
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Trivedi, Pravin K.
3
Baillie, Richard
2
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2
Deb, Partha
2
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2
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2
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1
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Journal of applied econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
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3
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3
Oxford bulletin of economics and statistics
3
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3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The review of economics and statistics
3
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2
Econometric analysis of financial and economic time series ; part a
2
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Economics letters
2
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International economic review
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Handbook of econometrics ; Vol. 2
1
International economic journal
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Nonparametric dynamic modelling
1
Research paper / University of Melbourne, Department of Economics
1
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ECONIS (ZBW)
6
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1
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
2
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
3
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
4
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
5
Special issue on calibration techniques and econometrics
Pagan, Adrian R.
(
contributor
)
- In:
Journal of applied econometrics
9
(
1994
)
Persistent link: https://www.econbiz.de/10001173967
Saved in:
6
The econometric analysis of models with risk terms
Pagan, Adrian R.
- In:
Journal of applied econometrics
3
(
1988
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
Saved in:
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