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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Wang, Jiqian"
~subject:"Börsenkurs"
~subject:"Multivariate analysis"
~subject:"Schätztheorie"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Engle, Robert F.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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