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~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Schätzung"
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Search: subject_exact:"ARCH model"
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Schätzung
ARCH model
32
ARCH-Modell
32
Volatility
19
Volatilität
19
Theorie
13
Theory
13
Estimation
11
Modellierung
11
Scientific modelling
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1933-2007
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McAleer, Michael
Chang, Chia-Lin
5
Roengchai Tansuchat
3
Asai, Manabu
2
Escribano, Álvaro
2
Jawadi, Fredj
2
Manera, Matteo
2
Martinet, Guillaume Gaetan
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Morana, Claudio
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1
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1
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1
Bu, Ruijun
1
Cai, Jun
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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Econometric reviews
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15
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4
The North American journal of economics and finance : a journal of financial economics studies
2
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1
International journal of forecasting
1
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
3
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:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
6
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:
7
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:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
9
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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