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~isPartOf:"Econometric theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Azhar Mohamad"
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
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Azhar Mohamad
Harvey, David I.
McAleer, Michael
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19
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
7
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1
Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial
;
Azhar Mohamad
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
Saved in:
2
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
3
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
4
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
5
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
6
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
7
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
Saved in:
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