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~person:"Belke, Ansgar"
~person:"McAleer, Michael"
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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ARCH model
Volatility
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51
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51
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51
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46
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Belke, Ansgar
McAleer, Michael
Gupta, Rangan
21
Teräsvirta, Timo
21
Chang, Chia-Lin
20
Caporale, Guglielmo Maria
14
Conrad, Christian
14
Karanasos, Menelaos
12
Rahbek, Anders
11
Shephard, Neil G.
11
Sheppard, Kevin
11
Caporin, Massimiliano
10
Engle, Robert F.
10
Ledoit, Olivier
10
Saikkonen, Pentti
10
Wolf, Michael
10
Allen, David E.
9
Hafner, Christian M.
9
Herwartz, Helmut
9
Meitz, Mika
9
Miller, Stephen M.
9
Polasek, Wolfgang
9
Rombouts, Jeroen V. K.
9
Silvennoinen, Annastiina
9
Weber, Enzo
9
Zagaglia, Paolo
9
Asai, Manabu
8
Fang, Wen-shwo
8
Nielsen, Morten Ørregaard
8
Audrino, Francesco
7
Bauwens, Luc
7
Pelloni, Gianluigi
7
Trojani, Fabio
7
Amado, Cristina
6
Billio, Monica
6
Bouri, Elie
6
Hansen, Peter Reinhard
6
Harvey, Andrew C.
6
Pedersen, Rasmus Søndergaard
6
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6
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8
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1
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ECONIS (ZBW)
51
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1
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
2
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
3
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
8
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
9
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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