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type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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ARCH model
Theorie
391
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391
Mathematical programming
49
Mathematische Optimierung
49
Overlapping Generations
19
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19
Einkommensverteilung
15
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Bauwens, Luc
7
Hafner, Christian M.
3
Rombouts, Jeroen V. K.
3
Dufays, Arnaud
2
Preminger, Arie
2
Augustyniak, Maciej
1
Breitung, Jörg
1
Carpantier, Jean-François
1
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1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
35
Working paper
24
CORE discussion paper : DP
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric Institute research papers
14
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12
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11
SFB 649 discussion paper
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9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper series / University of Zurich, Department of Economics
8
Department of Economics working paper series
7
Discussion paper / Department of Economics, University of California San Diego
7
Swiss Finance Institute Research Paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Cambridge working papers in economics
6
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6
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6
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6
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6
Department of Economics discussion paper series / University of Oxford
5
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5
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5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper / National Bureau of Economic Research, Inc.
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Discussion paper series / LSE Financial Markets Group
4
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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ECONIS (ZBW)
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1
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
2
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
3
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
5
Estimation and empirical performance of non-scalar dynamic conditional correlation models
Bauwens, Luc
;
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
-
2014
Persistent link: https://www.econbiz.de/10010385192
Saved in:
6
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
7
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
8
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
9
Commodities inventory effect
Carpantier, Jean-François
-
2010
Persistent link: https://www.econbiz.de/10008649479
Saved in:
10
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
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