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Browsing by Author « Hoogerheide, Lennart F. »

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Cross-Sectional Distribution of GARCH Coefficients Across S&P 500 Constituents: Time-Variation over the Period 2000-2012
Ardia, David; Hoogerheide, Lennart F.
Issue Date : 2013-05

A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F.
Issue Date : 2014-03

Worldwide Equity Risk Prediction
Ardia, David; Hoogerheide, Lennart F.
Issue Date : 2013-05

Showing results 1 to 3 of 3

 

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