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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bera, Anil K."
~person:"Bollerslev, Tim"
~person:"Lucas, André"
~subject:"Estimation theory"
~subject:"Schätztheorie"
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Estimation theory
Schätztheorie
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10
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5
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5
ARCH model
3
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Bera, Anil K.
Bollerslev, Tim
Lucas, André
Franses, Philip Hans
3
Ghysels, Eric
3
Hall, Alastair R.
3
Lechner, Michael
3
Pfeffermann, Danny
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Econometric reviews
5
Discussion paper / Tinbergen Institute
4
Journal of econometrics
3
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion papers in statistics and econometrics
2
Econometric theory
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Journal of quantitative economics : official journal of the Indian Econometric Society
2
Report / Econometric Institute, Erasmus University Rotterdam
2
The review of economic studies
2
Working paper
2
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
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1
Economics letters
1
Handbook of econometrics ; Vol. 4
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of productivity analysis
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
6
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1
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
2
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
3
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
6
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Saved in:
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