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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Research in international business and finance"
~person:"Ardia, David"
~subject:"ARCH-Modell"
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
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Ardia, David
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Corré, Nienke
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2011
Persistent link: https://www.econbiz.de/10008824705
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GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
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Hoogerheide, Lennart
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2013
Persistent link: https://www.econbiz.de/10010191413
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