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~isPartOf:"Economics letters"
~person:"Alfarano, Simone"
~person:"Arvanitis, Stelios"
~person:"Koop, Gary"
~person:"Krämer, Walter"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
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Alfarano, Simone
Arvanitis, Stelios
Koop, Gary
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Devadoss, Stephen
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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
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2
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
3
Does classical competition explain the statistical features of firm growth?
Alfarano, Simone
;
Milaković, Mishael
- In:
Economics letters
101
(
2008
)
3
,
pp. 272-274
Persistent link: https://www.econbiz.de/10003801409
Saved in:
4
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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