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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"NCER working paper series"
~person:"Swanson, Norman R."
~person:"Teräsvirta, Timo"
~type_genre:"Aufsatz im Buch"
~type_genre:"Übersichtsarbeit"
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ARCH model
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autoregressive conditional heteroskedasticity
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modelling volatility
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testing parameter constancy
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Swanson, Norman R.
Teräsvirta, Timo
Clements, Adam
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Working papers / Rutgers University, Department of Economics
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Handbook of economic forecasting ; Vol. 1
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011777143
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