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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003326701
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Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003329726
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.; Preminger, Arie - In: Econometric theory 25 (2009) 2, pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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A GARCH (1,1) estimator with (almost) no moment conditions on the error term
Preminger, Arie (contributor); Storti, Giuseppe (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375861
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Asymptotic theory for a factor GARCH model
Hafner, Christian M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375885
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc; Preminger, Arie; Rombouts, Jeroen V. K. - In: The econometrics journal 13 (2010) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526672
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557221
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Theory and inference for a Markov switching GARCH model
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003538781
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Regime switching GARCH models
Bauwens, Luc (contributor); Preminger, Arie (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003396156