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~language:"eng"
~person:"Kamihigashi, Takashi"
~person:"McAleer, Michael"
~subject:"Modellierung"
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Modellierung
Theorie
79
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Volatility
59
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40
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40
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Kamihigashi, Takashi
McAleer, Michael
Ravazzolo, Francesco
12
Billio, Monica
10
Casarin, Roberto
10
Caporin, Massimiliano
8
Dijk, Herman K. van
6
Malley, James R.
6
Canova, Fabio
5
Furlanetto, Francesco
5
Gelain, Paolo
5
Minford, Patrick
5
Taheri Sanjani, Marzie
5
Woitek, Ulrich
5
van Dijk, H. K.
5
Chan, Joshua C. C.
4
Claeskens, Gerda
4
Dennis, Richard J.
4
Fischer, Manfred M.
4
Franchi, Massimo
4
Koop, Gary
4
Antonio, Katrien
3
Audrino, Francesco
3
Chang, Chia-Lin
3
Del Negro, Marco
3
Dixon, Huw
3
Franses, Philip Hans
3
Gupta, Rangan
3
Le, Vo Phuong Mai
3
Lesage, James P.
3
Levendis, John D.
3
Medeiros, Marcelo C.
3
Schorfheide, Frank
3
Semmler, Willi
3
Zhang, Yanwei
3
Aase, Knut K.
2
Alessi, Lucia
2
Aydın, Nadi Serhan
2
Barigozzi, Matteo
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
16
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
8
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
9
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008760515
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
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