//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"London School of Economics and Political Science"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Tail dependence measure for ex...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Estimation theory
1
Schätztheorie
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Working Paper
1
Language
All
English
1
Author
All
Peng, Liang
1
Yao, Qiwei
1
Institution
All
London School of Economics and Political Science
School of Management, Yale University
9
London School of Economics (LSE)
4
Cowles Foundation for Research in Economics, Yale University
3
Tinbergen Institute
3
Tinbergen Instituut
3
National Bureau of Economic Research
2
National Bureau of Economic Research (NBER)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Collegio Carlo Alberto, Università degli Studi di Torino
1
David K. Levine
1
Econometric Society
1
European Real Estate Society - ERES
1
Institut de Recerca en Economia Aplicada (IREA), Facultat d'Economia i Empresa
1
arXiv.org
1
more ...
less ...
Published in...
All
Research reports / LSE
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->