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institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"Technische Universität Chemnitz"
~subject:"ARCH-Modell"
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University of Canterbury / Dept. of Economics and Finance
Technische Universität Chemnitz
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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3
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
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2011
Persistent link: https://www.econbiz.de/10009412785
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2010
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Persistent link: https://www.econbiz.de/10008689067
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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689068
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