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subject:"Forecasting model"
subject:"United States"
~person:"McAleer, Michael"
~isPartOf:"Econometric reviews"
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Forecasting model
United States
Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Theorie
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USA
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1999-2007
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Aktienindex
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Asymmetry
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Hong Kong
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asymptotic properties
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existence
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fractional Brownian motion
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generalized method of moments
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invertibility
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long memory
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McAleer, Michael
Asai, Manabu
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Jawadi, Fredj
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Maasoumi, Esfandiar
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Abaye, A.
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Ahn, Seung Chan
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International journal of forecasting
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International review of economics & finance : IREF
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School of Accounting, Finance and Economics & FEMARC working paper series
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
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2
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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