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~institution:"Birkbeck College / Department of Economics"
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Timmermann, Allan
5
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3
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3
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3
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2
Karanasos, Menelaos
2
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Birkbeck College / Department of Economics
National Bureau of Economic Research
896
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
140
HAL
65
OECD
58
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
57
C.E.P.R. Discussion Papers
46
Ekonomiska forskningsinstitutet <Stockholm>
46
European University Institute / Department of Economics
38
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
29
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29
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28
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27
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27
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25
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25
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25
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23
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22
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Deutsche Forschungsgemeinschaft
22
Forschungsinstitut zur Zukunft der Arbeit
20
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Springer Fachmedien Wiesbaden
14
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Discussion paper in financial economics : FE
8
Discussion papers in economics
6
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ECONIS (ZBW)
14
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1
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
4
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
5
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
7
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
8
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
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