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Search: subject:"ARCH-Modell"
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ARCH model
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Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
2
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
3
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875073
Saved in:
4
Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
Frank, Nathaniel
-
2009
Persistent link: https://www.econbiz.de/10003875074
Saved in:
5
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
6
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
7
Multimodality in the GARCH regression model
Doornik, Jurgen A.
(
contributor
);
Ooms, Marius
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834974
Saved in:
8
Decomposing densities of stock indexes returns
Sun, Yiguo
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003357872
Saved in:
9
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
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