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Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1995

Persistent link: https://www.econbiz.de/10000904872

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994 - Rev.

Persistent link: https://www.econbiz.de/10000560594

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000894088

Specification tests for separate models : A survey

McAleer, Michael; MacAleer, Michael - 1984

Persistent link: https://www.econbiz.de/10000007938

The geometry of specification error

Fisher, Gordon R.; Fisher, Gordon; MacAleer, Michael - 1984 - (Rev.)

Persistent link: https://www.econbiz.de/10000012602

Asymmetry and leverage in conditional volatility models

McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150

The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...

Persistent link: https://www.econbiz.de/10010417180