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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"1975-1998"
~subject:"ARCH-Modell"
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1975-1998
ARCH-Modell
Estimation
6
Schätzung
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Volatility
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Volatilität
6
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
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Börsenkurs
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1947-1981
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Adaptive thresholding
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McAleer, Michael
Wang, Yazhen
Francq, Christian
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
3
Kim, Donggyu
3
Blasques, F.
2
Paolella, Marc S.
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Andreou, Elena
1
Babsiri, Mohamed el
1
Baldovin, Fulvio
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Bauwens, Luc
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Blair, Bevan J.
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Caraglio, Michele
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Cerovecki, Clément
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Chan, Felix
1
Chan, Thomas W. C.
1
Chen, Qiang
1
Chu, Amanda M. Y.
1
Colavecchio, Roberta
1
Connor, Gregory
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Delaigle, Aurore
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Dhaene, Geert
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Dufays, Arnaud
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Duong, Diep
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Ergemen, Yunus Emre
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Fan, Jianqing
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Funke, Michael
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Ghysels, Eric
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Gorgi, P.
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Grynkiv, Iaryna
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Halbleib, Roxana
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Hallin, Marc
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Harvey, Andrew C.
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Hörmann, Siegfried
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China economic review : an international journal
Journal of econometrics
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
12
Working paper
10
Econometric reviews
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
Econometrics : open access journal
1
International journal of forecasting
1
KAIST College of Business Working Paper Series No
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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ECONIS (ZBW)
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1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
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