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~isPartOf:"CORE discussion papers : DP"
~person:"Bauwensa, Luc"
~person:"Breitung, Jörg"
~person:"Violante, Francesco"
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ARCH model
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Bauwensa, Luc
Breitung, Jörg
Violante, Francesco
Bauwens, Luc
15
Hafner, Christian M.
9
Preminger, Arie
8
Rombouts, Jeroen V. K.
7
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4
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3
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CORE discussion papers : DP
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CORE discussion paper : DP
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ECONIS (ZBW)
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1
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
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2016
Persistent link: https://www.econbiz.de/10011589493
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2
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
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2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
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4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
5
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
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