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~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
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Harvey, David I.
McAleer, Michael
Perron, Pierre
4
Phillips, Peter C. B.
3
Saikkonen, Pentti
3
Taylor, Robert
3
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
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Hafner, Christian M.
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Horváth, Lajos
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Yu, Jun
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The econometrics journal
Journal of econometrics
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Econometric reviews
10
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Oxford bulletin of economics and statistics
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Econometrics : open access journal
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Economics letters
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International journal of forecasting
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ECONIS (ZBW)
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
2
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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