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~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Bootstrap-Verfahren
Zeitreihenanalyse
ARCH model
2
ARCH-Modell
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1
Heteroscedasticity
1
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Université de Montréal / Département de sciences économiques
Centre for Analytical Finance <Århus>
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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
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