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~isPartOf:"Working paper"
~person:"Andersen, Torben"
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~subject:"Volatilität"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Search: subject:"conditional heteroskedasticity"
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Volatilität
ARCH model
29
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29
Volatility
16
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11
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10
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1933-2007
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Analysis of variance
2
Capital market returns
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16
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Andersen, Torben
Hafner, Christian M.
McAleer, Michael
Chang, Chia-Lin
7
Manera, Matteo
4
Roengchai Tansuchat
4
Chen, Chi-chung
3
Christiansen, Charlotte
3
Nicolini, Marcella
3
Chen, Ping-yu
2
Escribano, Álvaro
2
Guo, Hui
2
Neely, Christopher J.
2
Vignati, Ilaria
2
Asai, Manabu
1
Awartani, Basel
1
Baillie, Richard
1
Bardgett, Chris
1
Batra, Amita
1
Behmiri, Niaz Bashiri
1
Blazsek, Szabolcs
1
Brandner, Peter
1
Caporin, Massimiliano
1
Chang, Chia-lin
1
Chen, Long
1
Comincioli, Nicola
1
Erdemlioglu, Deniz
1
Forte, Gianfranco
1
Gourier, Elise
1
Grech, Harald
1
Hammoudeh, Shawkat
1
Han, Young Wook
1
Hsu, Hui-kuang
1
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1
Jimenez-Martin, Juan-Angel
1
Lan Fen Chu
1
Laurent, Sébastien
1
Leippold, Markus
1
Licht, Adrian
1
Lund, Jesper
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Working paper
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36
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23
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5
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3
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1
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1
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ECONIS (ZBW)
16
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1
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
6
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:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
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:
10
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:
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