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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~source:"econstor"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
Lux, Thomas
10
Härdle, Wolfgang Karl
9
Koopman, Siem Jan
8
Bos, Charles S.
7
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6
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Swanson, Norman R.
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Asai, Manabu
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ECONIS (ZBW)
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Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH model
Medeiros, Marcelo C.
;
Veiga, Alvaro
-
2004
financial
volatility
as well as intermittent dynamics and excess of kurtosis. A sufficient condition for strict stationarity and …
Persistent link: https://www.econbiz.de/10011807314
Saved in:
2
Evaluating the forecasting performance of GARCH models using White´s Reality Check
Souza, Leonardo
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
-
2002
Persistent link: https://www.econbiz.de/10011807281
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