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~isPartOf:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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Search: subject:"Multivariate"
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ARCH model
2
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2
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McAleer, Michael
Masih, Mansur
4
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Weiß, Gregor
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3
Bersimis, Sotiris
3
Caporin, Massimiliano
3
Francq, Christian
3
Grydaki, Maria
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ECONIS (ZBW)
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Robust ranking of
multivariate
GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
3
Modelling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
-
2004
-, three-, six-, and twelve-month futures prices, using recently developed
multivariate
conditional volatility models. The …
Persistent link: https://www.econbiz.de/10011602832
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