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~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Econometric theory"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Beta risk"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
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3
Volatilität
3
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Hounyo, Ulrich
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2
Taylor, Robert
2
Arteche, Josu
1
Bollerslev, Tim
1
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ECONIS (ZBW)
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1
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
2
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
Saved in:
3
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
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