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~isPartOf:"Econometric Institute research papers"
~subject:"Multivariate analysis"
~subject:"Schätzung"
~subject:"Unemployment"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject:"Multivariate Analyse"
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Multivariate analysis
Schätzung
Unemployment
World
Multivariate Analyse
19
ARCH model
7
ARCH-Modell
7
Theorie
4
Theory
4
Time series analysis
4
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4
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19
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McAleer, Michael
8
Velden, Michel van de
5
Asai, Manabu
4
Groenen, Patrick J. F.
4
Paap, Richard
3
Allen, David E.
2
Bel, Koen
2
Chang, Chia-Lin
2
Powell, Robert
2
Singh, Abhay Kumar
2
Boer, Paul M. C. de
1
Caporin, Massimiliano
1
Diday, Edwin
1
Fok, Dennis
1
Franses, Philip Hans
1
Gower, J.C.
1
Hafner, Christian M.
1
Kiers, Henk A. L.
1
Knapp, Sabine
1
Li, Yiying
1
Lorenzo-Seva, Urbano
1
Medeiros, Marcelo C.
1
Pauwels, Laurent
1
Poblome, Jeroen
1
Rodríguez, Oldemar
1
Rombouts, Jeroen V. K.
1
Winsberg, S.
1
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
Journal of econometrics
63
Insurance / Mathematics & economics
56
International journal of production research
34
Journal of the American Statistical Association : JASA
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometric reviews
26
International journal of forecasting
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Applied economics
21
European journal of operational research : EJOR
21
Economics letters
20
SFB 649 discussion paper
20
Journal of forecasting
18
Organizational research methods : ORM
18
Discussion paper / Tinbergen Institute
17
Acta Universitatis Lodziensis / Folia oeconomica
16
Energy economics
15
Risks : open access journal
15
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
15
Econometric theory
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
KBI
13
Discussion paper / Centre for Economic Policy Research
12
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12
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12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
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11
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11
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10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
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10
Journal of empirical finance
10
CREATES research paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
International journal of theoretical and applied finance
9
Journal of banking & finance
9
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
3
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
5
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
6
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
7
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010503419
Saved in:
8
A multivariate model for multinomial choices
Bel, Koen
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010507701
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
10
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
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