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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"ARCH model"
~subject:"USA"
~type:"book"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Jeffrey, Andrew
2
Linton, Oliver
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Nguyen, Thong
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
62
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
2
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:
3
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
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
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
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