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Search: subject:"Conditional heteroscedasticity"
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ARCH model
68
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McAleer, Michael
29
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9
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5
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ECONIS (ZBW)
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61
A skewed GARCH-in-Mean model : an application to US stock returns
Lanne, Markku
;
Saikkonen, Pentti
-
2004
Persistent link: https://www.econbiz.de/10001943820
Saved in:
62
Volatility-spillover effects in European bond markets
Christiansen, Charlotte
-
2003
Persistent link: https://www.econbiz.de/10001848445
Saved in:
63
Testing for ARCH in the presence of nonlinearity of unknow form in the conditional mean
Blake, Andrew P.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868024
Saved in:
64
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
-
2002
Persistent link: https://www.econbiz.de/10001650402
Saved in:
65
Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte
;
Lund, Jesper
-
2002
Persistent link: https://www.econbiz.de/10001683214
Saved in:
66
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
67
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter
;
Grech, Harald
;
Stix, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001642289
Saved in:
68
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas
-
1998
Persistent link: https://www.econbiz.de/10001416416
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