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~isPartOf:"Econometric theory"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Heteroskedastizität"
~subject:"Volatility"
~type_genre:"Article in journal"
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McAleer, Michael
Linton, Oliver
8
Horváth, Lajos
6
Kokoszka, Piotr
6
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6
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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
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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
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