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~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Javed, Farrukh"
~subject:"Analysis of variance"
~subject:"Theorie"
~subject:"Welt"
~type:"book"
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Search: subject_exact:"ARCH-Modell"
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Analysis of variance
Theorie
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ARCH model
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ARCH-Modell
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Caporin, Massimiliano
Javed, Farrukh
McAleer, Michael
17
Chang, Chia-Lin
5
Chen, Chi-chung
4
Roengchai Tansuchat
3
Asai, Manabu
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
-
2021
Persistent link: https://www.econbiz.de/10012604771
Saved in:
2
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
3
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
4
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
5
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
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