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person:"McAleer, Michael"
~isPartOf:"Working paper"
~subject:"Capital market returns"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Volatility"
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Capital market returns
Scientific modelling
Stochastischer Prozess
Volatility
40
Volatilität
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ARCH model
16
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16
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13
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McAleer, Michael
Mumtaz, Haroon
10
Asai, Manabu
4
Nguyen, Hoang
4
Theodoridis, Konstantinos
4
Österholm, Pär
4
Caporin, Massimiliano
3
Chang, Chia-Lin
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2
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1
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1
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1
Craig, Ben R.
1
Dang, Huong
1
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1
Fei, Yijie
1
Hafner, Christian M.
1
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1
Huang, Jian
1
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1
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1
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1
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1
Martinet, Guillaume Gaetan
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
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29
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24
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9
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6
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ECONIS (ZBW)
16
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1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
7
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
10
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
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