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Stochastic process
36
Stochastischer Prozess
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Theorie
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McAleer, Michael
16
Asai, Manabu
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Chang, Chia-Lin
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Dekker, Rommert
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Hooi Hooi Lean
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Wong, Wing Keung
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Dijk, Herman K. van
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Frenk, Johannes G.
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1
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1
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Econometrisch Instituut <Rotterdam>
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624
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324
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282
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218
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78
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Finance research letters
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Omega : the international journal of management science
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ECONIS (ZBW)
36
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Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
Dynamic time window adjustment
Dalmeijer, Kevin
;
Spliet, Remy
;
Wagelmans, Albert P. M.
-
2019
Persistent link: https://www.econbiz.de/10012008567
Saved in:
3
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:
4
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
5
Incorporating driving range variability in network design for refueling facilities
Vries, Harwin de
;
Duijzer, Evelot
-
2016
Persistent link: https://www.econbiz.de/10011485275
Saved in:
6
A simple test for causality in volatility
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011624065
Saved in:
7
Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith
;
Jaarsveld, Willem van
;
Dekker, Rommert
-
2016
Persistent link: https://www.econbiz.de/10011555143
Saved in:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
9
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:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
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