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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~person:"Li, Guodong"
~subject:"Prognoseverfahren"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Estimation theory
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Schätztheorie
4
ARCH model
3
ARCH-Modell
3
Time series analysis
3
Zeitreihenanalyse
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Stochastic process
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Volatilität
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ARCH(∞)
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Asymmetric power GARCH
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Asymmetry testing
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Autocorrelation
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Autokorrelation
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Conditional quantile estimation
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Estimation
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Estimation of moment
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Panel study
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QMLE
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Quantile estimation
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Li, Guodong
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Lee, Ji Hyung
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Li, Yingying
5
Corradi, Valentina
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Cai, Zongwu
3
Clark, Todd E.
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Li, Dong
3
McCracken, Michael W.
3
Meddahi, Nour
3
Phillips, Peter C. B.
3
Rodrigues, Paulo M. M.
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
3
Xiu, Dacheng
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Zhang, Lan
3
Zhu, Ke
3
Baltagi, Badi H.
2
Bauwens, Luc
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Chen, Song Xi
2
Clinet, Simon
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Fan, Jianqing
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Fan, Rui
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Gallant, A. Ronald
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
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Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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2
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
3
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
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