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~isPartOf:"Journal of econometrics"
~person:"Herwartz, Helmut"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
~subject:"Option pricing theory"
~subject:"Theorie"
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Geldpolitik
Multivariate Analyse
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Herwartz, Helmut
Todorov, Viktor
9
Aït-Sahalia, Yacine
8
Bollerslev, Tim
7
Tauchen, George Eugene
7
Xiu, Dacheng
6
Andersen, Torben
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McAleer, Michael
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Asai, Manabu
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Gallant, A. Ronald
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Gouriéroux, Christian
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Hallin, Marc
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Renault, Eric
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Cavaliere, Giuseppe
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Nielsen, Morten Ørregaard
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Paolella, Marc S.
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Shephard, Neil G.
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Yu, Jun
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Fisher, Adlai
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Hafner, Christian M.
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Harvey, Andrew C.
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Jensen, Mark J.
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Liesenfeld, Roman
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Linton, Oliver
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Liu, Ming
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Journal of econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
3
Applied quantitative finance
2
CORE discussion paper : DP
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Applied quantitative finance : theory and computational tools
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Econometric Institute research papers
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Econometric reviews
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Economics Working Paper
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Economics letters
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Macroeconomic dynamics
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Modern econometric analysis : surveys on recent developments ; with 11 tables
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Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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