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~isPartOf:"Econometric Institute research papers"
~type_genre:"Arbeitspapier"
~type_genre:"Reprint"
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Search: subject_exact:"Multivariate analysis"
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Multivariate Analyse
22
Multivariate analysis
22
ARCH model
9
ARCH-Modell
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6
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6
Time series analysis
5
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5
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McAleer, Michael
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5
Asai, Manabu
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
Knapp, Sabine
1
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1
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1
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1
Pauwels, Laurent
1
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1
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1
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1
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Econometrisch Instituut <Rotterdam>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
SFB 649 discussion paper
22
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
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18
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14
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13
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12
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11
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11
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10
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10
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10
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9
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5
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5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
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ECONIS (ZBW)
22
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1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
3
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
5
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
6
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:
7
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010503419
Saved in:
8
A multivariate model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
10
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
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