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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"United States"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation"
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ARCH-Modell
United States
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Estimation
166
Schätzung
166
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56
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56
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44
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39
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28
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McAleer, Michael
25
Chang, Chia-Lin
10
Asai, Manabu
5
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4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
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2
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2
Gylfi Zoega
2
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2
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2
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2
Martinet, Guillaume Gaetan
2
Parker, Jonathan A.
2
Pérez Amaral, Teodosio
2
Spencer, Peter D.
2
Wickens, Michael R.
2
Abbott, Andrew J.
1
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bishop, John A.
1
Bruijn, Bert de
1
Camehl, Annika
1
Capolupo, Rosa
1
Caporin, Massimiliano
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Coakley, Jerry
1
DeVita, G.
1
Formby, John P.
1
Fountas, Stilianos
1
Frenk, Johannes G.
1
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1
Groen, Jan J. J.
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2
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2
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1
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Discussion papers in economics
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189
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79
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ECONIS (ZBW)
61
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61
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
3
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
4
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
5
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
6
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
7
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
9
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
10
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
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