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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Börsenkurs
Theorie
3
Theory
3
Estimation theory
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Schätztheorie
2
28.08.1988
1
ARCH model
1
Erwartungsbildung
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McAleer, Michael
Zhang, Yaojie
Laurent, Sébastien
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Lunde, Asger
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Journal of applied econometrics
Applied economics
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Energy economics
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Finance research letters
5
International journal of forecasting
5
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5
The North American journal of economics and finance : a journal of financial economics studies
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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
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