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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Econometric reviews"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~person:"Pradhan, Rudra Prakash"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Aktienmarkt"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Exchange rate"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzbeitrag"
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Bahmani-Oskooee, Mohsen
Lee, Chien-chiang
Ma, Feng
McAleer, Michael
Mensi, Walid
Pradhan, Rudra Prakash
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Asai, Manabu
3
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ECONIS (ZBW)
4
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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
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
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