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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~person:"Abbara, Omar"
~person:"Carnero, M. Angeles"
~person:"Daníelsson, Jón"
~subject:"Cointegration"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Stochastic process
2
Time series analysis
2
Volatilität
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2
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Forecasting model
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Abbara, Omar
Carnero, M. Angeles
Daníelsson, Jón
Li, Jing
2
Schweikert, Karsten
2
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
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Bu, Ruijun
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Candelon, Bertrand
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Grasselli, Martino
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Hadri, Kaddour
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Haurin, Donald R.
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Hou, Weijie
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Hwu, Shih-Tang
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Ielpo, Florian
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Im, KyungSo
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Jong, Robert M. de
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Annales d'économie et de statistique
1
Energy economics
1
Journal of empirical finance
1
Revista Brasileira de Finanças : RBFin
1
SERIEs : Journal of the Spanish Economic Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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2
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
3
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
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