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~isPartOf:"Journal of econometrics"
~person:"Gonçalves, Sílvia"
~subject:"ARCH model"
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ARCH model
Bootstrap approach
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Theorie
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ARCH-Modell
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Factor analysis
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Gonçalves, Sílvia
Francq, Christian
10
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Blasques, F.
3
Bollerslev, Tim
3
Hallin, Marc
3
Kim, Donggyu
3
Laurent, Sébastien
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Li, Guodong
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Rombouts, Jeroen V. K.
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Barigozzi, Matteo
2
Ghysels, Eric
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Hong, Yongmiao
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2
Li, Wai Keung
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
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Patton, Andrew J.
2
Polak, Pawel
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Zhao, Zhibiao
2
Zhu, Ke
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Aguilar, Mike
1
Aknouche, Abdelhakim
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Babsiri, Mohamed el
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Bai, Xuezheng
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Baillie, Richard
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Bauwens, Luc
1
Bekaert, Geert
1
Bernard, Jean-Thomas
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Journal of econometrics
Bundesbank Series 1 Discussion Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
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2
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
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