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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alizadeh, Sassan"
~person:"Teräsvirta, Timo"
~subject:"Multivariate analysis"
~subject:"Schätzung"
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Stochastischer Prozess
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Alizadeh, Sassan
Teräsvirta, Timo
Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
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Econometric reviews
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Econometrics : open access journal
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Working papers / Rodney L. White Center for Financial Research
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CEA_372Cass working paper series
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Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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