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~isPartOf:"Finance research letters"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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McAleer, Michael
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Finance research letters
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ECONIS (ZBW)
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The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
2
Assessing the intensity of US-Latin American market comovements and contagion effects in times of crisis
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010338339
Saved in:
3
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
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