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~institution:"School of Economics and Finance <Brisbane>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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Search: subject:"GARCH"
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ARCH model
9
ARCH-Modell
9
Modellierung
5
Scientific modelling
5
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5
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5
Estimation
3
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3
Prognoseverfahren
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1933-2007
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1
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Australia
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9
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9
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9
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McAleer, Michael
8
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chen, Chi-chung
2
Roengchai Tansuchat
2
Boulter, Terry
1
Chen, Ping-yu
1
Hammoudeh, Shawkat
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
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School of Economics and Finance <Brisbane>
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
11
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
7
Shakai-Keizai-Kenkyūsho <Osaka>
7
Instituto Valenciano de Investigaciones Económicas
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Bank of Canada
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
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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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Working paper
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Discussion papers in economics, finance and international competitiveness
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ECONIS (ZBW)
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1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
2
Robust ranking of multivariate
GARCH
models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
3
Ranking multivariate
GARCH
models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Ranking multivariate
GARCH
models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
8
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
9
Asymmetric information arrival and the short-run dynamics of Australian dollar volatility : a mixture of distributions approach
Boulter, Terry
-
2000
Persistent link: https://www.econbiz.de/10001517853
Saved in:
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