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~type_genre:"Graue Literatur"
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Search: subject:"Multivariate"
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Multivariate Analyse
19
Multivariate analysis
19
ARCH model
7
ARCH-Modell
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6
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6
Theorie
5
Theory
5
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McAleer, Michael
9
Velden, Michel van de
7
Groenen, Patrick J. F.
5
Asai, Manabu
4
Paap, Richard
4
Franses, Philip Hans
3
Allen, David E.
2
Bel, Koen
2
Chang, Chia-Lin
2
Powell, Robert
2
Singh, Abhay Kumar
2
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1
Caporin, Massimiliano
1
D'Enza, Alfonso Iodice
1
Diday, Edwin
1
Dijk, Bram van
1
Eckert, Christine
1
Fok, Dennis
1
Gower, J.C.
1
Hafner, Christian M.
1
Hohberger, Jan
1
Kiers, Henk A. L.
1
Knapp, Sabine
1
Li, Yiying
1
Ling, Shiqing
1
Lorenzo-Seva, Urbano
1
Medeiros, Marcelo C.
1
Palumbo, Francesco
1
Pauwels, Laurent
1
Poblome, Jeroen
1
Rodríguez, Oldemar
1
Rombouts, Jeroen V. K.
1
Rosmalen, Joost van
1
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1
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1
Winsberg, S.
1
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Econometric Institute research papers
Discussion paper / Tinbergen Institute
68
SFB 649 discussion paper
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Working paper
41
Discussion paper / Center for Economic Research, Tilburg University
30
Europäische Hochschulschriften / 5
24
Reihe Quantitative Ökonomie : Ökon
24
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23
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22
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21
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21
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20
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20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Discussion papers of interdisciplinary research project 373
19
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18
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18
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17
CREATES research paper
17
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17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
17
Acta Universitatis Lodziensis / Folia oeconomica
16
KBI
16
CORE discussion paper : DP
14
Working paper / National Bureau of Economic Research, Inc.
14
Cowles Foundation discussion paper
13
Gabler Edition Wissenschaft
13
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12
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12
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11
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11
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11
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11
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11
IMF working papers
11
Working papers on finance
11
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working paper series / University of Zurich, Department of Economics
10
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ECONIS (ZBW)
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1
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
Asymptotic theory for rotated
multivariate
GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
3
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:
4
Asymptotic theory for extended asymmetric
multivariate
GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
5
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:
6
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:
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
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:
9
A
multivariate
model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
10
Robust ranking of
multivariate
GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
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