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~isPartOf:"Journal of econometrics"
~person:"Meddahi, Nour"
~subject:"ARCH model"
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ARCH model
Capital income
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Meddahi, Nour
Francq, Christian
9
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Bollerslev, Tim
3
Hallin, Marc
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Kim, Donggyu
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Li, Guodong
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Rombouts, Jeroen V. K.
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Polak, Pawel
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Journal of econometrics
Discussion paper / Center for Economic Research, Tilburg University
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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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2
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
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