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~person:"Bauwens, Luc"
~person:"Koopman, Siem Jan"
~person:"Liang, Chao"
~subject:"Börsenkurs"
~subject:"Electricity price"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Generalised autoregressive conditional heteroskedasticity model
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Bauwens, Luc
Koopman, Siem Jan
Liang, Chao
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
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12
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462056
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13
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
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