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~subject:"ARCH model"
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Search: isPartOf:"Econometric Institute Report"
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Subject
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ARCH model
Theorie
207
Theory
207
Forecasting model
78
Prognoseverfahren
78
Volatility
61
Estimation
59
Schätzung
59
Volatilität
58
Time series analysis
55
Zeitreihenanalyse
55
Welt
52
World
52
ARCH-Modell
50
Netherlands
48
Niederlande
48
USA
45
United States
45
Inventory model
43
Lagerhaltungsmodell
43
Mathematical programming
41
Mathematische Optimierung
40
Modellierung
38
Scientific modelling
38
Bayesian inference
35
Stochastic process
30
Stochastischer Prozess
30
Bayes-Statistik
29
Estimation theory
27
Schätztheorie
27
Risikomaß
26
Risk measure
26
Scheduling problem
25
Scheduling-Verfahren
25
Tourenplanung
25
Vehicle routing problem
25
Lagermanagement
22
Losgröße
22
Lot size
22
Warehouse management
22
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Free
50
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Book / Working Paper
50
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Arbeitspapier
50
Working Paper
50
Graue Literatur
46
Non-commercial literature
46
Language
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English
50
Author
All
McAleer, Michael
40
Chang, Chia-Lin
17
Hafner, Christian M.
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Franses, Philip Hans
4
Herwartz, Helmut
3
Pérez Amaral, Teodosio
3
Asai, Manabu
2
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Lan Fen Chu
2
Martinet, Guillaume Gaetan
2
Roengchai Tansuchat
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
Hsu, Hui-kuang
1
Jiménez-Martín, Juan-Ángel
1
Khamkaew, Thanchanok
1
Leij, Marco van der
1
Lim, Christine
1
Maasoumi, Esfandiar
1
Medeiros, Marcelo C.
1
Paap, Richard
1
Pooter, Michiel de
1
Rombouts, Jeroen V. K.
1
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Institution
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Econometrisch Instituut <Rotterdam>
7
Published in...
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Econometric Institute research papers
50
Source
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ECONIS (ZBW)
50
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1
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
2
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
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4
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009754970
Saved in:
8
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
9
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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