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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
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ARCH model
ARCH-Modell
12
Theorie
6
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6
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5
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5
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5
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5
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2
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Arbeitspapier
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Christiansen, Charlotte
2
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2
Lunde, Asger
2
Rahbek, Anders
2
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1
Busch, Thomas
1
Hansen, Peter Reinhard
1
Harju, Kari
1
Hussain, Syed Mujahid
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1
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Centre for Analytical Finance <Århus>
Svenska Handelshögskolan <Helsinki>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
11
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
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6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
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2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Meddelanden från Svenska Handelshögskolan
2
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ECONIS (ZBW)
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1
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
2
A robust LR test for the GARCH model
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069045
Saved in:
3
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
4
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
5
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
6
An empirical study of the mixture of time and movements in prices
Ben Sita, Bernard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731522
Saved in:
7
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
8
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
9
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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