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~isPartOf:"Econometric theory"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Harvey, David I."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Volatility
4
Volatilität
4
Einheitswurzeltest
2
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1
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Integrated Quarticity
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Aufsatz in Zeitschrift
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Harvey, David I.
Medeiros, Marcelo C.
Hurvich, Clifford M.
2
Taylor, Robert
2
Arteche, Josu
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
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1
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1
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1
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1
Smeekes, Stephan
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1
Veiga, Alvaro
1
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The journal of finance : the journal of the American Finance Association
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Econometric reviews
3
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Journal of risk and financial management : JRFM
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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European financial management : the journal of the European Financial Management Association
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Finance research letters
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Handbook of economic forecasting ; Vol. 1
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1
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying
volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
2
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
3
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
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