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Time series models
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ARCH model
Zeitreihenanalyse
101
Time series analysis
98
Theorie
69
Theory
69
Estimation theory
39
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39
State space model
22
Zustandsraummodell
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English
12
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Harvey, Andrew C.
12
Lange, Rutger-Jan
2
Palumbo, Dario
2
Thiele, Stephen
2
Caivano, Michele
1
Chakravarty, Tirthankar
1
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Cambridge working papers in economics
7
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Vol. 1
1
Journal of econometrics
1
Journal of empirical finance
1
Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
12
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Long memory in stochastic volatility
Harvey, Andrew C.
- In:
Forecasting volatility in the financial markets
,
(pp. 351-363)
.
2007
Persistent link: https://www.econbiz.de/10003873010
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2
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
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3
Beta-t-(E)GARCH
Harvey, Andrew C.
;
Chakravarty, Tirthankar
-
2008
Persistent link: https://www.econbiz.de/10003851030
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4
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
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5
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
Saved in:
6
Modeling the interactions between volatility and returns
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011312241
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7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
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8
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010495720
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
10
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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