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~person:"Engle, Robert F."
~person:"Wang, Jiqian"
~subject:"Börsenkurs"
~subject:"Multivariate analysis"
~subject:"Schätztheorie"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Multivariate analysis
Schätztheorie
ARCH model
71
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Volatility
40
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40
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24
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24
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22
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22
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Engle, Robert F.
Wang, Jiqian
McAleer, Michael
44
Hafner, Christian M.
33
Gupta, Rangan
32
Francq, Christian
29
Ma, Feng
26
Zakoïan, Jean-Michel
25
Bauwens, Luc
22
Teräsvirta, Timo
21
Koopman, Siem Jan
19
Herwartz, Helmut
18
Ardia, David
17
Bouri, Elie
17
Rahbek, Anders
16
Caporin, Massimiliano
15
Kumar, Dilip
15
Rombouts, Jeroen V. K.
15
Sheppard, Kevin
15
Paolella, Marc S.
14
Silvennoinen, Annastiina
14
Zhang, Yaojie
14
Allen, David E.
13
Molnár, Peter
13
Asai, Manabu
12
Audrino, Francesco
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Chiang, Thomas C.
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Linton, Oliver
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Tiwari, Aviral Kumar
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Laurent, Sébastien
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Lucas, André
11
Shephard, Neil G.
11
Karanasos, Menelaos
10
Mittnik, Stefan
10
Stentoft, Lars
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Weber, Enzo
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Wolf, Michael
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Wu, Xinyu
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Bollerslev, Tim
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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32
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
33
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
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