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~person:"Hafner, Christian M."
~person:"Shephard, Neil G."
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Search: subject:"GARCH"
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ARCH model
50
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50
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21
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18
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14
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Hafner, Christian M.
Shephard, Neil G.
McAleer, Michael
131
Chang, Chia-Lin
51
Caporale, Guglielmo Maria
44
Bauwens, Luc
31
Gupta, Rangan
31
Teräsvirta, Timo
28
Spagnolo, Nicola
26
Rombouts, Jeroen V. K.
23
Engle, Robert F.
21
Caporin, Massimiliano
20
Paolella, Marc S.
20
Spagnolo, Fabio
20
Herwartz, Helmut
19
Conrad, Christian
16
Linton, Oliver
16
Mittnik, Stefan
16
Saikkonen, Pentti
16
Asai, Manabu
15
Karanasos, Menelaos
15
Koopman, Siem Jan
15
Silvennoinen, Annastiina
15
Allen, David E.
14
Laurent, Sébastien
14
Andersen, Torben
13
Francq, Christian
13
Lütkepohl, Helmut
13
Rahbek, Anders
13
Sheppard, Kevin
13
Polasek, Wolfgang
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Christoffersen, Peter F.
11
Diebold, Francis X.
11
Hansen, Peter Reinhard
11
Manera, Matteo
11
Meitz, Mika
11
Preminger, Arie
11
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10
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Econometrisch Instituut <Rotterdam>
6
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4
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1
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ECONIS (ZBW)
50
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1
Exponential-type
GARCH
models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
2
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
3
Identification of structural multivariate
GARCH
models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
6
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2015
Persistent link: https://www.econbiz.de/10010464687
Saved in:
7
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
One of the most popular univariate asymmetric conditional volatility models is the exponential
GARCH
(or EGARCH …
Persistent link: https://www.econbiz.de/10010362978
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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