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person:"McAleer, Michael"
~accessRights:"restricted"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
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McAleer, Michael
Liu, Zhangxin
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O'Neill, Michael J.
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Asai, Manabu
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
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Mathematics and Computers in Simulation (MATCOM)
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of financial economics studies
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
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