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~institution:"University of Canterbury / Dept. of Economics and Finance"
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Search: subject:"GARCH"
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ARCH model
8
ARCH-Modell
8
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Scientific modelling
5
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4
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4
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3
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1933-2007
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McAleer, Michael
8
Caporin, Massimiliano
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Chang, Chia-Lin
3
Chen, Chi-chung
2
Roengchai Tansuchat
2
Chen, Ping-yu
1
Hammoudeh, Shawkat
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
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University of Canterbury / Dept. of Economics and Finance
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
231
EconWPA
48
HAL
41
School of Economics and Management, University of Aarhus
41
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
34
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
32
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Erasmus University Rotterdam, Econometric Institute
25
Society for Computational Economics - SCE
23
Tinbergen Instituut
23
Institut für Schweizerisches Bankwesen <Zürich>
22
Center for Financial Studies
21
Econometric Society
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
21
National Bureau of Economic Research
21
CESifo
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Henley Business School, University of Reading
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Tinbergen Institute
17
Agricultural and Applied Economics Association - AAEA
16
Ekonomiska forskningsinstitutet <Stockholm>
15
European Central Bank
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
13
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
13
Université Paris-Dauphine (Paris IX)
13
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
12
Department of Economics, National University of Ireland
11
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
11
Tilburg University, Center for Economic Research
11
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
11
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10
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10
Department of Economics and Finance, College of Business and Economics
10
Department of Economics and Related Studies, University of York
10
Finance Discipline Group, Business School
10
Institute of Economic Research, Kyoto University
10
Institut für Weltwirtschaft (IfW)
9
Institutionen för Nationalekonomi, Umeå Universitet
9
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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:
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