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~isPartOf:"Journal of time series econometrics"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Multivariate analysis"
~type_genre:"Article in journal"
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ARCH model
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2
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Chen, Cathy W. S.
McAleer, Michael
Asai, Manabu
4
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Dēmos, Antōnēs A.
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Kurozumi, Eiji
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Journal of time series econometrics
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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1
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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