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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~person:"Li, Wai Keung"
~subject:"ARCH-Modell"
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Search: subject_exact:"Trend-cycle estimation"
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ARCH-Modell
Estimation theory
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ARCH model
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Li, Wai Keung
Francq, Christian
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4
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3
Kim, Donggyu
3
Li, Guodong
3
Barigozzi, Matteo
2
Blasques, F.
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Brüggemann, Ralf
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Jentsch, Carsten
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Ajmi, Ahdi Noomen
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Applied financial economics
Journal of econometrics
Working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Contributions to financial econometrics : theoretical and practical issues
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Discussion paper / Institute of Social and Economic Research
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Journal of economic surveys
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Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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2
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
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