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~isPartOf:"Econometric Institute research papers"
~person:"Belke, Ansgar"
~person:"Buch, Claudia M."
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Time series analysis"
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Schätzung
Time series analysis
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Belke, Ansgar
Buch, Claudia M.
McAleer, Michael
Franses, Philip Hans
26
Dijk, Herman K. van
12
Dijk, Dick van
11
Allen, David E.
9
Paap, Richard
8
Singh, Abhay Kumar
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Ravazzolo, Francesco
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Asai, Manabu
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Duc Hong Vo
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Heij, Christiaan
2
Janssens, Eva
2
Medeiros, Marcelo C.
2
Oest, Rutger van
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Pooter, Michiel de
2
Segers, Rene
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Strachan, Rodney W.
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Anh The Vo
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Bannouh, Karim
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Bhaghoe, Sailesh
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Boer, Paul M. C. de
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Bruijn, Bert de
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Chen, Jinghui
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Groen, Jan J. J.
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Econometric Institute research papers
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Empirica : journal of european economics
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The North American journal of economics and finance : a journal of financial economics studies
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Financial markets, institutions & instruments
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
2
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
6
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
7
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
8
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
9
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
10
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2016
Persistent link: https://www.econbiz.de/10011477211
Saved in:
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