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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Shakai-Keizai-Kenkyūsho <Osaka>"
~subject:"Heteroskedastizität"
~subject:"Schätzung"
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ARCH model
7
ARCH-Modell
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Centre for Quantitative Economics & Computing
Shakai-Keizai-Kenkyūsho <Osaka>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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Centre for Analytical Finance <Århus>
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Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
(
contributor
);
McAleer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
and GARCH models. Moreover, the asymptotic normality of the QMLE for the vector
ARCH
model
is obtained under only the …
Persistent link: https://www.econbiz.de/10001644276
Saved in:
2
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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