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~institution:"Society for Computational Economics - SCE"
~subject:"Financial Econometrics"
~subject:"Volatility"
~subject:"Welt"
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Financial Econometrics
Volatility
Welt
Estimation
1
Integrated Volatility
1
Multivariate GARCH models
1
Stochastic Volatility
1
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Bauwens, L.
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Hoeg, Esben
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Laurent, S.
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Lunde, Asger
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Peters, J.P.
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Rombouts, J.
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Society for Computational Economics - SCE
Department of Economics and Finance, College of Business and Economics
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Department of Economics and Finance, University of Central Missouri
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Department of Economics and Related Studies, University of York
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Eric Cuvillier <Firma>
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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Norges Bank
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Springer Fachmedien Wiesbaden
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Sveriges Riksbank
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Universität Mannheim
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Universität Trier
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Université Paris-Dauphine (Paris IX)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Westfälische Wilhelms-Universität Münster
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World Scientific Publishing Co. Pte. Ltd.
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Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2003
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Wavelet Estimation of Integrated Volatility
Lunde, Asger
;
Hoeg, Esben
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345735
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2
Multivariate GARCH models and their Estimation
Bauwens, L.
;
Laurent, S.
;
Peters, J.P.
;
Rombouts, J.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345454
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