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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"free"
~isPartOf:"Central European journal of economic modelling and econometrics"
~subject:"Regressionsanalyse"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Volatility
Regressionsanalyse
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Estimation
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Schätzung
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Volatilität
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ARCH model
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Badaoui, Mohammed
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Fatmi, Nadia Idrissi
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Central European journal of economic modelling and econometrics
Econometrics : open access journal
33
Journal of risk and financial management : JRFM
26
Quantitative economics : QE ; journal of the Econometric Society
17
Risks : open access journal
14
International journal of economics and financial issues : IJEFI
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Statistics in transition : an international journal of the Polish Statistical Association
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Cambridge working papers in economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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International Journal of Energy Economics and Policy : IJEEP
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Cogent economics & finance
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CBN journal of applied statistics
5
Financial innovation : FIN
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Quantitative finance
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Cambridge-INET working papers
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Computational economics
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Croatian review of economic, business and social statistics : CREBSS
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Iranian economic review : journal of University of Tehran
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Journal of applied econometrics
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Journal of financial econometrics
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Journal of statistical and econometric methods
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Contemporary economics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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European financial and accounting journal : EFAJ
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European journal of operational research : EJOR
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International Journal of Financial Studies : open access journal
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International journal of financial engineering
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Scandinavian actuarial journal
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The econometrics journal
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New approach in dealing with the non-negativity of the conditional variance in the estimation of GARCH model
Settar, Abdeljalil
;
Fatmi, Nadia Idrissi
;
Badaoui, Mohammed
- In:
Central European journal of economic modelling and …
13
(
2021
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10012439109
Saved in:
2
Testing for long-range dependence in financial time series
Mangat, Manveer Kaur
;
Reschenhofer, Erhard
- In:
Central European journal of economic modelling and …
11
(
2019
)
2
,
pp. 93-106
Persistent link: https://www.econbiz.de/10012294575
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