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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
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Search: subject:"ARCH model"
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Autocorrelation
Induktive Statistik
ARCH model
90
ARCH-Modell
90
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40
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40
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35
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35
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34
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34
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3
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CREATES research paper
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ECONIS (ZBW)
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date (oldest first)
1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
3
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
4
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
5
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
6
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
7
Estimation and asymptotic inference in the AR-
ARCH
model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
Saved in:
8
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
9
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
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