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~subject:"ARCH-Modell"
~subject:"Schätzung"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Heterogeneous beliefs and the Phillips curve
Meeks, Roland
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Monti, Francesca
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2019
Persistent link: https://www.econbiz.de/10012201139
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Asymptotic theory for Beta-t-GARCH
Ito, Ryoko
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2016
Persistent link: https://www.econbiz.de/10011455742
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3
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
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2015
Persistent link: https://www.econbiz.de/10011415340
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4
A statistical equilibrium approach to the distribution of profit rates
Scharfenaker, Ellis
;
Semieniuk, Gregor
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2015
Persistent link: https://www.econbiz.de/10011456259
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5
Distributional modeling of financial systemic risk and income data
Eckernkemper, Tobias
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2019
Persistent link: https://www.econbiz.de/10012021672
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6
Estimation of flexible fuzzy GARCH models for conditional density estimation
Almeida, Rui Jorge
;
Baştűrk, Nalan
;
Kaymak, Uzay
; …
-
2013
Persistent link: https://www.econbiz.de/10009781903
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7
Three essays on empirical asset pricing
Zhang, Xiaoyan
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2002
Persistent link: https://www.econbiz.de/10003777584
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8
A generalization of generalized beta distributions
Gordy, Michael B.
-
1998
Persistent link: https://www.econbiz.de/10000986549
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