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~institution:"Erasmus Research Institute of Management"
~institution:"Université de Montréal / Département de sciences économiques"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Search: subject:"ARCH-Modell"
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ARCH model
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3
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Beaulieu, Marie-Claude
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Erasmus Research Institute of Management
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
12
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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2
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
3
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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