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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~language:"eng"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
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Zeitreihenanalyse
Theorie
23
Theory
23
ARCH model
10
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Time series analysis
10
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9
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9
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5
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Newbold, Paul
McAleer, Michael
Proietti, Tommaso
Engsted, Tom
5
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Honoré, Peter
3
Kapetanios, George
3
Mikkelsen, Hans Ole Æ.
3
Psaradakis, Zacharias G.
3
Bailey, Natalia
2
Baillie, Richard
2
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2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Dueker, Michael
2
Giraitis, Liudas
2
Licht, Adrian
2
Lund, Jesper
2
Manera, Matteo
2
Neely, Christopher J.
2
Pollock, David Stephen G.
2
Roengchai Tansuchat
2
Yu, Jun
2
Österholm, Pär
2
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Asai, Manabu
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Assenmacher-Wesche, Katrin
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1
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1
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1
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1
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1
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
2
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
5
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
6
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2010
Persistent link: https://www.econbiz.de/10008670049
Saved in:
10
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
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