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~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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Search: subject:"Autokorrelation"
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Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
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2
The quantile-heterogeneous autoregressive model of realized volatility : new evidence from commodity markets
Kick, Konstantin
;
Maderitsch, Robert
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 39-58)
.
2019
Persistent link: https://www.econbiz.de/10012249098
Saved in:
3
Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 349-362)
.
2017
Persistent link: https://www.econbiz.de/10011801427
Saved in:
4
Clustering financial data for mutual fund management
Lisi, Francesco
;
Corazza, Marco
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 157-164)
.
2008
Persistent link: https://www.econbiz.de/10003838554
Saved in:
5
Conditional autocorrelation and stock market integration in the Asia-Pacific
Kim, Suk-Joong
;
McKenzie, Michael D.
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 63-94)
.
2008
Persistent link: https://www.econbiz.de/10003603060
Saved in:
6
Periodically collapsing bubbles in the Asian emerging stock markets
Doffou, Ako
- In:
Asia-Pacific financial markets : integration, …
,
(pp. 143-155)
.
2008
Persistent link: https://www.econbiz.de/10003603072
Saved in:
7
STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
Busetti, Giorgio
;
Manera, Matteo
- In:
International finance and monetary policy
,
(pp. 135-156)
.
2006
Persistent link: https://www.econbiz.de/10003459470
Saved in:
8
Intraday periodicity and volatility persistence in financial markets
Andersen, Torben
;
Bollerslev, Tim
- In:
Foreign exchange markets
,
(pp. 89-132)
.
2005
Persistent link: https://www.econbiz.de/10003290889
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