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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series / IZA"
~language:"eng"
~person:"Teräsvirta, Timo"
~subject:"Arbeitsmarkt"
~subject:"Volatilität"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Teräsvirta, Timo
Zimmermann, Klaus F.
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Baert, Stijn
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11
Merkl, Christian
10
Robertson, Raymond
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Boeri, Tito
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Bryson, Alex
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Dolado, Juan J.
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Karanassou, Marika
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Sala, Hector
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Tani, Massimiliano
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Hansen, Peter Reinhard
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CREATES research paper
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SSE EFI working paper series in economics and finance
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1
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
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4
Modelling changes in the uncondizional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502504
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5
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
6
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
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