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~language:"eng"
~person:"Rahbek, Anders"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Search: subject:"ARCH-Modell"
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ARCH model
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Rahbek, Anders
McAleer, Michael
129
Chang, Chia-Lin
51
Hafner, Christian M.
35
Bauwens, Luc
31
Caporale, Guglielmo Maria
31
Gupta, Rangan
29
Teräsvirta, Timo
28
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24
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20
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19
Paolella, Marc S.
19
Linton, Oliver
16
Saikkonen, Pentti
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Asai, Manabu
15
Conrad, Christian
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Karanasos, Menelaos
15
Koopman, Siem Jan
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Mittnik, Stefan
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Shephard, Neil G.
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Silvennoinen, Annastiina
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14
Sheppard, Kevin
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Allen, David E.
13
Andersen, Torben
13
Francq, Christian
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Spagnolo, Nicola
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Lütkepohl, Helmut
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Polasek, Wolfgang
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Zakoïan, Jean-Michel
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ECONIS (ZBW)
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1
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
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2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
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3
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
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4
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
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5
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
6
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009545958
Saved in:
7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
8
Multivariate variance targeting in the BEKK-GARCH Model
Søndergaard Persen, Rasmus
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667224
Saved in:
9
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
10
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
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