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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"ARCH model"
~type:"book"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Modelling time-varying volatility interactions
Campos-Martins, Susana
;
Amado, Cristina
-
2021
Persistent link: https://www.econbiz.de/10012696992
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
Saved in:
5
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
6
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
Saved in:
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