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~isPartOf:"Economics letters"
~source:"econis"
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1
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
2
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
3
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
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4
The time-varying correlation between uncertainty, output, and inflation : evidence from a DCC-GARCH model
Jones, Paul M.
;
Olson, Eric
- In:
Economics letters
118
(
2013
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10009706894
Saved in:
5
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
6
On conditions in central limit theorems for martingale difference arrays
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
- In:
Economics letters
123
(
2014
)
3
,
pp. 305-307
Persistent link: https://www.econbiz.de/10010401333
Saved in:
7
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
Saved in:
8
The functional central limit theorem for ARMA-GARCH processes
Lee, Oesook
- In:
Economics letters
121
(
2013
)
3
,
pp. 432-435
Persistent link: https://www.econbiz.de/10010392236
Saved in:
9
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles
;
Peña, Daniel
;
Ruiz, Esther
- In:
Economics letters
114
(
2012
)
1
,
pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Saved in:
10
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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