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~isPartOf:"Annals of finance"
~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~person:"Dekker, Rommert"
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Search: subject:"Stochastisches Modell "
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Chang, Chia-Lin
Dekker, Rommert
McAleer, Michael
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ECONIS (ZBW)
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The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
2
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
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3
A simple test for causality in volatility
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011624065
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4
Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith
;
Jaarsveld, Willem van
;
Dekker, Rommert
-
2016
Persistent link: https://www.econbiz.de/10011555143
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
6
Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R. P.
(
contributor
);
Frenk, Johannes G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003755979
Saved in:
7
Automated response surface methodology for stochastic optimization models with unknown variance
Nicolai, Robin
(
contributor
);
Dekker, Rommert
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002864946
Saved in:
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