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subject:"Share price"
subject:"Stock index"
~isPartOf:"Econometric reviews"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
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Share price
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long memory
Estimation
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Bollerslev, Tim
Gil-Alaña, Luis A.
McAleer, Michael
Asai, Manabu
3
Maasoumi, Esfandiar
3
Chan, Joshua
2
Harvey, David I.
2
Jawadi, Fredj
2
Leybourne, Stephen James
2
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1
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1
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1
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1
Anyfantaki, Sofia
1
Armah, Nii Ayi
1
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1
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Bermudez, P. de Zea
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Econometric reviews
CESifo working papers
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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
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