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~isPartOf:"Econometric Institute research papers"
~person:"Chang, Chia-Lin"
~person:"Jaarsveld, Willem van"
~person:"Leij, Marco van der"
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Search: subject:"Stochastisches Modell "
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Chang, Chia-Lin
Jaarsveld, Willem van
Leij, Marco van der
McAleer, Michael
16
Asai, Manabu
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Dekker, Rommert
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Hooi Hooi Lean
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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
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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
Saved in:
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
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
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