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~subject:"ARCH model"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
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ARCH model
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Discussion papers / Department of Economics, University of Copenhagen
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax
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2018
Persistent link: https://www.econbiz.de/10011818780
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Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
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2018
Persistent link: https://www.econbiz.de/10011947759
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3
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
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2015
Persistent link: https://www.econbiz.de/10011343436
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4
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard
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2014
Persistent link: https://www.econbiz.de/10010256282
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5
Analysis of volatility spillover effects : two-stage procedure based on a modified GARCH-M
Ezzati, Parinaz
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2013
Persistent link: https://www.econbiz.de/10010200479
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