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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"Gerlach, Richard"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Capital income"
~type_genre:"Article in journal"
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ARCH-Modell
Capital income
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6
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6
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5
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5
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5
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Gerlach, Richard
McAleer, Michael
González-Rivera, Gloria
4
Lucas, André
4
Timmermann, Allan
4
Wang, Yudong
4
Zhang, Yaojie
4
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3
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International journal of forecasting
Econometric reviews
4
Econometrics : open access journal
4
Energy economics
4
International review of economics & finance : IREF
4
Journal of econometrics
4
Journal of economic surveys
4
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4
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3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
Saved in:
3
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
4
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
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