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~isPartOf:"Working paper"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Hafner, Christian M."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~person:"Santacreu, Ana Maria"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Volatility
6
Volatilität
6
Forecasting model
3
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3
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3
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2
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2
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4
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Andersen, Torben
Christoffersen, Peter F.
Hafner, Christian M.
Martin, Gael M.
Medeiros, Marcelo C.
Santacreu, Ana Maria
McAleer, Michael
24
Mumtaz, Haroon
12
Neely, Christopher J.
10
Chang, Chia-Lin
9
Manera, Matteo
7
Nguyen, Hoang
5
Raunig, Burkhard
5
Christiansen, Charlotte
4
Guo, Hui
4
Roengchai Tansuchat
4
Theodoridis, Konstantinos
4
Chen, Chi-chung
3
Erdemlioglu, Deniz
3
Karlsson, Sune
3
Laurent, Sébastien
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Alessandri, Piergiorgio
2
Asai, Manabu
2
Baillie, Richard
2
Baker, Scott
2
Baldi, Lucia
2
Bastianin, Andrea
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Bloom, Nicholas
2
Chen, Ping-yu
2
Davis, Steven J.
2
Escribano, Álvaro
2
Gourier, Elise
2
Hsu, Hui-kuang
2
Kapetanios, George
2
Kayal, Parthajit
2
Minh-Ngoc Tran
2
Peralta-Alva, Adrian
2
Peri, Massimo
2
Savickas, Robert
2
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Working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Working paper / National Bureau of Economic Research, Inc.
14
CREATES research paper
7
CORE discussion papers : DP
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Working papers / Financial Institutions Center
6
CFS working paper series
4
Econometric Institute research papers
4
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Financial Institutions Center
3
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
Global COE Hi-Stat discussion paper series
2
SFB 649 discussion paper
2
Working papers / Rodney L. White Center for Financial Research
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Economics Working Paper
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
SFB 649 Discussion Paper
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Harvard Business School, Division of Research
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International R&D spillovers and asset prices
Gavazzoni, Federico
;
Santacreu, Ana Maria
-
2015
Persistent link: https://www.econbiz.de/10011398703
Saved in:
2
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
3
Technology innovation and diffusion as sources of output and asset price fluctuations
Comin, Diego
;
Gertler, Mark
;
Santacreu, Ana Maria
-
2014
Persistent link: https://www.econbiz.de/10010477388
Saved in:
4
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
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