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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
Cho, Dongchul
2
Diebold, Francis X.
2
West, Kenneth D.
2
Bollerslev, Tim
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Brandt, Michael W.
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Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Working papers / Financial Institutions Center
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CFS working paper series
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Econometric Institute research papers
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Financial Institutions Center
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Global COE Hi-Stat discussion paper series
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American Economic Review papers and proceedings
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Department of Economics discussion paper series / University of Oxford
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Economics discussion papers
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Handbook of economic forecasting ; Vol. 1
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Staff working paper / Bank of Canada
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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Parametric and nonparametric
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Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
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2002
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