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~person:"McAleer, Michael"
~person:"Ravazzolo, Francesco"
~subject:"Modellierung"
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Modellierung
Scientific modelling
106
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42
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McAleer, Michael
Ravazzolo, Francesco
Hendry, David F.
37
Casarin, Roberto
33
Billio, Monica
29
Dijk, Herman K. van
26
Canova, Fabio
25
Caporin, Massimiliano
25
Franses, Philip Hans
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Koop, Gary
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Hansen, Lars Peter
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Johansen, Søren
23
Phillips, Peter C. B.
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Schorfheide, Frank
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Zhang, Xinyu
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Claeskens, Gerda
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Strachan, Rodney W.
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Sargent, Thomas J.
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Heckman, James J.
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Medeiros, Marcelo C.
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Andrews, Donald W. K.
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Castle, Jennifer
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Durlauf, Steven N.
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Lewbel, Arthur
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Maih, Junior
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Binning, Andrew
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Chan, Joshua C. C.
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Costantini, Mauro
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Spanos, Aris
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Matthes, Christian
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van Dijk, H. K.
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ECONIS (ZBW)
106
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31
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
32
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
33
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
34
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
35
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
-
2010
Persistent link: https://www.econbiz.de/10003920144
Saved in:
36
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
37
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
38
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
Saved in:
39
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
40
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
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