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262683.pdf
[推荐]Tim BOLLERSLEV的GARCH原文（GENERALIZED AUTOREGRESSIVE CONDITIONAL） - 750.11 KB
- 2008-11-2
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114837.pdf
[原创][分享]ARCH MODELS by Tim Bollerslev, Robert F. Engle, Daniel B. Nelson (Excellent) - 396.18 KB
- 2007-5-8
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84736.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 10.rar
- 11.rar
- 17.52 MB
- 2007-1-15
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84735.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 27 Bollerslev and Zhou-2002-Estimating stochastic volatility diffusion using conditional moments of integrated volatility.pdf
- 25 Bollerslev and Zhang-2003-Measuring and modeling systematic risk in factor pricing models using high-frequency data.pdf
- 26 Bollerslev and Zhou-2002-Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”.pdf
- 1002.66 KB
- 2007-1-15
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84734.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
- 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
- 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
- 604.77 KB
- 2007-1-15
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84733.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 21 Bollerslev-1986-Generalized Autoregressive Conditional Herteroskedasticity.pdf
- 19 Andersen, Bollerslev, Diebold and Ebens-2001-The distribution of realized stock return volatility.pdf
- 20 Baillie, Bollerslev and Mikkelsen-1996-Fractionally integrated generalized autoregressive conditional heteroskedasticity.pdf
- 3.2 MB
- 2007-1-15
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84732.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 18 Andersen, Bollerslev and Diebold-2002-Parametric and Nonparametric Volatility Measurement.pdf
- 16 Andersen and Bollerslev-1997-Intraday periodicity and volatility persistence in financial markets.pdf
- 17 Andersen, Bollerslev and Diebold-2000-The distribution of stock return volatility.pdf
- 2.71 MB
- 2007-1-15
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84730.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 15 Andersen and Bollerslev-1996-DM-DOLLAR volatility.pdf
- 13 Engle and Yoo-1987-FORECASTING AND TESTING IN CO-INTEGRATED SYSTEM.pdf
- 14 Manganelli and Engle-2001-Value at Risk in finance.pdf
- 4.4 MB
- 2007-1-15
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84729.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
- 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
- 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
- 2 MB
- 2007-1-15
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84728.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 9 Engle and patton-2001-WHAT GOOD IS A VOLATILITY MODEL.pdf
- 7 Engle and Ng-1991-Time-varying volatility and the dynamic behavior of the term structure.pdf
- 8 Engle and Ng-1993-Measuring and Testing the Impact of News on Volatility.pdf
- 1.93 MB
- 2007-1-15
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84725.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 6 Engle and Granger-1987-co-integration and error correction_representation, estimation and testing.pdf
- 4 Engle , Lilien and Robins-1987-Estimating time varying risk premia in the term structure the ARCH-M model.pdf
- 5 Engle and Gallo-2006-A multiple indicators model for volatility using intra-daily data.pdf
- 2.27 MB
- 2007-1-15
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84724.rar
重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)本附件包括：- 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
- 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
- 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
- 946.64 KB
- 2007-1-15
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