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~institution:"Econometrisch Instituut <Rotterdam>"
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Franses, Philip Hans
10
Hafner, Christian M.
8
Dijk, Dick van
5
Dijk, Herman K. van
5
Paap, Richard
4
Herwartz, Helmut
3
Rombouts, Jeroen V. K.
2
Brito, Marisa P. de
1
Fok, Dennis
1
Frenk, Johannes G.
1
Harvey, Andrew C.
1
Horváth, Csilla
1
Hyung, Namwon
1
Kippers, Jeanine
1
Kleijn, Richard
1
Laan, Erwin A. van der
1
Oest, Rutger van
1
Osborn, Denise R.
1
Pooter, Michiel de
1
Rodrigues, Paulo M. M.
1
Schaible, Siegfried
1
Sensier, Marianne
1
Siliverstovs, Boriss
1
Toktay, L. Beril
1
Trimbur, Thomas M.
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
3,369
Forschungsinstitut zur Zukunft der Arbeit
348
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
220
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
159
Ekonomiska forskningsinstitutet <Stockholm>
133
International Monetary Fund (IMF)
102
Institut für Weltwirtschaft
98
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76
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69
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57
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56
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54
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53
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52
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46
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45
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44
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40
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40
Deutsches Institut für Wirtschaftsforschung
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
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36
HAL
33
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32
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30
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30
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30
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28
Rodney L. White Center for Financial Research
28
Centre for Economic Policy Research
27
Federal Reserve System / Division of Research and Statistics
27
Österreichisches Institut für Wirtschaftsforschung
27
Center for Economic Research <Tilburg>
26
Université Paris-Dauphine (Paris IX)
26
University of Oxford / Institute of Economics and Statistics
24
Christian-Albrechts-Universität zu Kiel
23
Institute of Finance and Accounting <London>
23
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ECONIS (ZBW)
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1
Testing for changes in
volatility
in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
2
A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
Analytical quasi maximum likelihood inference in multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
5
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
6
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
7
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056023
Saved in:
8
Semiparametric multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
9
Estimation
of temporally aggregated multivariate GARCH models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
Saved in:
10
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722218
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