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subject:"Volatility"
type_genre:"Article in journal"
~person:"Francq, Christian"
~person:"Kapetanios, George"
~person:"Park, Joon Y."
~subject:"Estimation"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Volatility
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68
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Francq, Christian
Kapetanios, George
Park, Joon Y.
Kumar, Dilip
16
Linton, Oliver
16
Maheswaran, S.
15
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14
Phillips, Peter C. B.
14
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12
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11
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11
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9
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9
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9
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9
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9
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8
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7
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7
Jochmans, Koen
7
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7
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21
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
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22
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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23
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
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24
Functional regression of continuous state distributions
Park, Joon Y.
;
Qian, Junhui
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10009612848
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25
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Saved in:
26
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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