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~isPartOf:"Computational economics"
~person:"Belke, Ansgar"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Schätzung"
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Belke, Ansgar
Caporale, Guglielmo Maria
McAleer, Michael
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
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