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subject:"United States"
subject:"Volatility"
~accessRights:"restricted"
~person:"Rahbek, Anders"
~subject:"ARCH model"
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United States
Volatility
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Rahbek, Anders
Francq, Christian
10
Todorov, Viktor
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Kumar, Dilip
9
Li, Jia
9
Ardia, David
6
Kim, Donggyu
6
Li, Yingying
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Mykland, Per A.
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Tauchen, George Eugene
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Maheswaran, S.
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Sentana, Enrique
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Sucarrat, Genaro
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Zakoïan, Jean-Michel
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4
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Ling, Shiqing
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Mancino, Maria Elvira
4
Marcellino, Massimiliano
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Wang, Yazhen
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Wu, Xinyu
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4
Zhu, Ke
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Ñíguez, Trino-Manuel
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Amengual, Dante
3
Arvanitis, Stelios
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Bauwens, Luc
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Blazsek, Szabolcs
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Carnero, M. Angeles
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Journal of econometrics
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ECONIS (ZBW)
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Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
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2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
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