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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of empirical finance"
~person:"Herwartz, Helmut"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Konjunktur"
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Volatility
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Herwartz, Helmut
Koopman, Siem Jan
McAleer, Michael
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Journal of empirical finance
Discussion paper / Tinbergen Institute
34
Econometric Institute research papers
21
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The North American journal of economics and finance : a journal of financial economics studies
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Jahrbücher für Nationalökonomie und Statistik
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Journal of applied econometrics
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Journal of applied economics
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ECONIS (ZBW)
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1
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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