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~isPartOf:"Applied financial economics"
~isPartOf:"The Korean economic review"
~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Theorie"
~type_genre:"Article in journal"
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ARCH-Modell
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3
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2
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McAleer, Michael
Hamori, Shigeyuki
5
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4
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Applied financial economics
The Korean economic review
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12
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Journal of risk and financial management : JRFM
7
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5
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1
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
2
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
3
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
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