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~subject:"ARCH model"
~subject:"Konjunktur"
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1
Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
-
2016
Persistent link: https://www.econbiz.de/10011707052
Saved in:
2
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
3
Loan loss provisioning rules, procyclicality, and financial volatility
Agénor, Pierre-Richard
;
Zilberman, Roy
-
2013
Persistent link: https://www.econbiz.de/10009765503
Saved in:
4
Macroeconomic instability and the incentive to innovate
Masino, Serena
-
2012
Persistent link: https://www.econbiz.de/10009537571
Saved in:
5
Growth, volatility and learning
Blackburn, Keith
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726220
Saved in:
6
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
7
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
8
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
9
Business cycle fluctuations in Japanese macroeconomic time series : 1980 - 2000
Urasawa, Satoshi
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003486558
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