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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"Econometric Institute research papers"
~subject:"Estimation theory"
~subject:"Volatilität"
~subject:"Welt"
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EU countries
Estimation theory
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Estimation
65
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McAleer, Michael
25
Chang, Chia-Lin
12
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Dijk, Dick van
2
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2
Khamkaew, Thanchanok
2
Martinet, Guillaume Gaetan
2
Bannouh, Karim
1
Baştürk, Nalan
1
Camehl, Annika
1
Caporin, Massimiliano
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Chen, Ping-Yu
1
Chu, LanFen
1
Hafner, Christian M.
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Knapp, Sabine
1
Martens, Martin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
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Segers, Rene
1
Whitby, Bruce
1
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430
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396
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341
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283
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208
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144
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141
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117
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77
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62
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60
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SFB 649 discussion paper
55
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50
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32
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31
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1
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
Coercive journal self citations, impact factor, journal influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10010354359
Saved in:
8
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
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