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~institution:"Instituto Valenciano de Investigaciones Económicas"
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Estimating semiparametric ARCH...
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Maliar, Lilia
9
Maliar, Serguei
9
Villar, Antonio
5
Perez-Sebastian, Fidel
4
Ciccarelli, Matteo
3
Herrero Blanco, Carmen
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Laruelle, Annick
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Mora, Juan
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Moreno-Ternero, Juan D.
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Urbano Salvador, Amparo
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Valenciano, Federico
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Vega-Redondo, Fernando
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Faulí-Oller, Ramon
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Goyal, Sanjeev
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Grimm, Veronika
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León Valle, Ángel Manuel
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Más Ruiz, Francisco José
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Ortuño-Ortín, Ignacio
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Payá, Ivan
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Peel, David
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Benito, Francisca
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Casino, Begoña
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Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
7,082
Edward Elgar Publishing
404
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
301
Ekonomiska forskningsinstitutet <Stockholm>
289
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70
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69
Johns Hopkins University / Department of Economics
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
62
Working papers / EC / Instituto Valenciano de Investigaciones Económicas
12
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ECONIS (ZBW)
75
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1
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
2
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
3
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
4
On the performance of nonparametric specification tests in regression models
Miles Touya, Daniel
(
contributor
);
Mora, Juan
(
contributor
)
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696044
Saved in:
5
Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
Saved in:
6
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
(
contributor
); …
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Saved in:
7
Multivariate ARCH models : finite sample properties of ML estimators and an application to a LM-type test
Iglesias, Emma M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201054
Saved in:
8
Shocks agregados versus shocks sectoriales : un análisis factorial
Goerlich, Francisco J.
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10001351740
Saved in:
9
Income and wealth distributions along the business cycle: implications from the neoclassical growth model
Maliar, Lilia
(
contributor
);
Maliar, Serguei
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001730515
Saved in:
10
El consejo de administración como mecanismo de control: evidencia para el mercado español
Mínguez, Antonio
(
contributor
); …
-
2003
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739250
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