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~isPartOf:"Econometric theory"
~person:"Kokoszka, Piotr"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Article in journal"
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ARCH-Modell
Statistical test
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8
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8
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8
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4
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4
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2
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Kokoszka, Piotr
McAleer, Michael
Linton, Oliver
8
Horváth, Lajos
6
Francq, Christian
5
Hong, Yongmiao
5
Kristensen, Dennis
5
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5
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4
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4
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2
Andrews, Donald W. K.
2
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2
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2
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Econometric theory
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14
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13
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6
The North American journal of economics and finance : a journal of financial economics studies
6
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5
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4
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4
International review of economics & finance : IREF
4
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3
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3
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Tourism economics : the business and finance of tourism and recreation
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2
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2
Finance research letters
2
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2
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2
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2
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1
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1
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1
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:
2
Sequential change-point detection in Garch (p,q) models
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10002424888
Saved in:
3
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:
4
Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
5
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
6
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:
7
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
8
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
9
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
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