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~institution:"European University Institute / Department of Economics"
~institution:"Federal Reserve Bank of St. Louis"
~type_genre:"Graue Literatur"
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
Saved in:
2
Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003651568
Saved in:
3
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
4
Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui
(
contributor
)
-
2005
(1980) and the
ARCH
model
advanced by Engle (1982). We obtain qualitatively similar results using both techniques, and our …
Persistent link: https://www.econbiz.de/10002995301
Saved in:
5
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
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