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~isPartOf:"Working paper"
~subject:"ARCH-Modell"
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ARCH-Modell
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1
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
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2
GMM and present value tests of the C-CAPM : some evidence from the Danish, German, Swedish, and UK stock markets
Lund, Jesper
;
Engsted, Tom
-
1993
Persistent link: https://www.econbiz.de/10000880721
Saved in:
3
Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.
;
Wadhwani, Sushil B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000819088
Saved in:
4
The power of weather : some empirical evidence on predicting day-ahead power prices through weather forecasts
Huurman, Christian
;
Ravazzolo, Francesco
;
Zhou, Chen
-
2007
Persistent link: https://www.econbiz.de/10003482711
Saved in:
5
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
6
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
Information flows around the globe : predicting opening gaps fom overnight foreign stock price patterns
Gooijer, Jan G. de
;
Diks, Cees G. H.
;
Gatarek, Lukasz T.
-
2009
Persistent link: https://www.econbiz.de/10003934266
Saved in:
9
Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
-
2011
Persistent link: https://www.econbiz.de/10008824705
Saved in:
10
The forecasting performance of stock options prices in a thin market
Gemmill, Gordon
;
Dickins, Paul
-
1984
Persistent link: https://www.econbiz.de/10003557534
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