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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Estimation"
~subject:"Multivariate Analyse"
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Search: subject:"Modellbildung"
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
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2012
Persistent link: https://www.econbiz.de/10009562958
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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