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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Alizadeh, Sassan"
~person:"Teräsvirta, Timo"
~person:"Winkelmann, Rainer"
~subject:"Autocorrelation"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Stochastischer Prozess
Volatility
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ARCH-Modell
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Börsenkurs
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Capital income
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Conditional heteroskedasticity
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Lagrange multiplier test
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Long financial time series
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Alizadeh, Sassan
Teräsvirta, Timo
Winkelmann, Rainer
Baillie, Richard
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Dacorogna, Michel M.
2
Kim, Chang-Jin
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Kristensen, Dennis
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Nelson, Charles R.
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Satchell, Stephen
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Journal of empirical finance
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Handbook of economic forecasting ; 1
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Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
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