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~isPartOf:"Econometric theory"
~person:"Leipus, Remigijus"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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Leipus, Remigijus
McAleer, Michael
Linton, Oliver
8
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5
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5
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4
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1
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
2
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
3
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
Saved in:
4
On stationarity in the ARCH(∞) model
Kazakevičius, Vytautas
;
Leipus, Remigijus
- In:
Econometric theory
18
(
2002
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001652580
Saved in:
5
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
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