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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Li, Dong"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~type_genre:"Bibliografie enthalten"
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Volatility
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Estimation theory
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Li, Dong
Francq, Christian
10
Todorov, Viktor
10
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8
Zakoïan, Jean-Michel
7
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6
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6
Linton, Oliver
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5
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5
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Mykland, Per A.
4
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4
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Zhu, Ke
4
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
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Bollerslev, Tim
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Jasiak, Joann
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Shephard, Neil G.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
3
The ZD-GARCH model : a new way to study heteroscedasticity
Li, Dong
;
Zhang, Xingfa
;
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974547
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