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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~person:"Corsi, Fulvio"
~subject:"Multivariate Analyse"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Volatility"
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Multivariate Analyse
Theorie
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Volatility
15
Volatilität
15
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7
Stochastischer Prozess
7
Theory
7
ARCH model
4
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4
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4
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English
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McAleer, Michael
Corsi, Fulvio
Asai, Manabu
5
Maasoumi, Esfandiar
5
Cavaliere, Giuseppe
4
Taylor, Robert
4
Teräsvirta, Timo
3
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Yu, Jun
2
Alghalith, Moawia
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Andreou, Panayiotis C.
1
Anjum, Nadia
1
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1
Audrino, Francesco
1
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1
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1
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1
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1
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1
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1
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1
Bu, Ruijun
1
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1
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1
Campe, Roland von
1
Catani, Paul
1
Chan, David
1
Chan, Felix
1
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1
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1
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Annals of financial economics
Econometric reviews
Discussion paper / Tinbergen Institute
16
Econometric Institute research papers
14
Working paper
11
Journal of econometrics
7
Applied economics
2
International journal of forecasting
2
International review of economics & finance : IREF
2
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2
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2
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2
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Handbook of applied econometrics and statistical inference
1
International journal of economic theory
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Tinbergen Institute Discussion Paper 2017-105/III
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ECONIS (ZBW)
12
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
4
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
5
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
6
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
7
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
8
The volatility of realized volatility
Corsi, Fulvio
;
Mittnik, Stefan
;
Pigorsch, Christian
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
Saved in:
9
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
10
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
1
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