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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics discussion papers"
~subject:"ARCH model"
~type_genre:"Graue Literatur"
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Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
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2012
Persistent link: https://www.econbiz.de/10009532730
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2
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
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2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
3
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:
4
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
Saved in:
5
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
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1992
Persistent link: https://www.econbiz.de/10000836507
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