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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"United States"
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ARCH-Modell
United States
Estimation
274
Schätzung
274
Theorie
114
Theory
114
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76
Germany
76
USA
71
Großbritannien
50
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50
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45
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45
Time series analysis
36
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36
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28
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28
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27
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26
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22
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Estimation theory
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VAR-Modell
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McAleer, Michael
25
Chang, Chia-Lin
10
Asai, Manabu
5
Gil-Alaña, Luis A.
4
Hafner, Christian M.
4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Franses, Philip Hans
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
Medeiros, Marcelo C.
3
Nautz, Dieter
3
Ravazzolo, Francesco
3
Burda, Michael C.
2
Caporale, Guglielmo Maria
2
Chen, Chi-chung
2
Dijk, Herman K. van
2
Gylfi Zoega
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Lanne, Markku
2
Malley, James R.
2
Martinet, Guillaume Gaetan
2
Parker, Jonathan A.
2
Pérez Amaral, Teodosio
2
Saikkonen, Pentti
2
Spencer, Peter D.
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Wickens, Michael R.
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bell, David R.
1
Bishop, John A.
1
Boehmer, Ekkehart
1
Boztuğ, Yasemin
1
Breitung, Jörg
1
Bruijn, Bert de
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2
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2
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers in economics
Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
418
Discussion paper / Centre for Economic Policy Research
391
CESifo working papers
165
Finance and economics discussion series
164
Working paper
138
Discussion paper
75
Discussion paper / Tinbergen Institute
69
Staff reports / Federal Reserve Bank of New York
56
Kiel working paper
53
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52
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50
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
48
International finance discussion papers
46
NBER working paper series
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SFB 649 discussion paper
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36
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32
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Fisher College of Business working paper series
30
Cowles Foundation discussion paper
27
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27
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24
Working paper series / Research Department, Federal Reserve Bank of Chicago
23
Boston College working papers in economics
21
Discussion papers / Stanford Institute for Economic Policy Research
21
Working paper series
21
Working papers / U.S. Census Bureau, Center for Economic Studies
21
Faculty research working paper series / John F. Kennedy School of Government, Harvard University
20
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20
IMF working papers
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ECONIS (ZBW)
87
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1
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
8
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
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