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~isPartOf:"Econometric theory"
~person:"Meitz, Mika"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
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Nichtparametrisches Verfahren
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Econometric theory
Department of Economics discussion paper series / University of Oxford
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SSE EFI working paper series in economics and finance
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
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Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
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