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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~person:"Hafner, Christian M."
~person:"Kirby, Chris"
~person:"Lanne, Markku"
~person:"McAleer, Michael"
~subject:"Estimation"
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Search: subject:"conditional heteroskedasticity"
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Hafner, Christian M.
Kirby, Chris
Lanne, Markku
McAleer, Michael
Ghysels, Eric
2
Olmo, Jose
2
Saikkonen, Pentti
2
Trojani, Fabio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Econometric Institute research papers
16
Working paper
9
Discussion paper / Tinbergen Institute
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
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