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subject:"Stochastischer Prozess"
~isPartOf:"Economic modelling"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
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Stochastischer Prozess
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9
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Economic modelling
Série des documents de travail / Centre de Recherche en Économie et Statistique
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International Journal of Energy Economics and Policy : IJEEP
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
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2
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
3
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
4
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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