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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"McAleer, Michael"
~subject:"Capital market returns"
~subject:"Forecasting model"
~subject:"Statistische Methodenlehre"
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Capital market returns
Forecasting model
Statistische Methodenlehre
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McAleer, Michael
Caporin, Massimiliano
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Medeiros, Marcelo C.
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University of Canterbury / Dept. of Economics and Finance
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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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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
Persistent link: https://www.econbiz.de/10008689073
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