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subject:"USA"
subject:"Volatilität"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Econometric reviews"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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USA
Volatilität
Estimation
5
Schätzung
5
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Volatility
4
United States
3
ARCH model
2
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2
1999-2007
1
Aktienindex
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Härdle, Wolfgang
McAleer, Michael
Caporale, Guglielmo Maria
15
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11
Belke, Ansgar
4
Asai, Manabu
3
Fritsche, Ulrich
3
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3
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3
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2
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2
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2
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
Econometric reviews
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26
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15
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14
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11
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ECONIS (ZBW)
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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
Rating companies with support vector machines
Härdle, Wolfgang
(
contributor
);
Moro, R. A.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002009009
Saved in:
4
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:
5
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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