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~isPartOf:"Working paper"
~person:"Freyberger, Joachim"
~person:"McAleer, Michael"
~subject:"Europa"
~subject:"Schätzung"
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Search: subject:"Capital market returns"
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Schätzung
Capital market returns
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Freyberger, Joachim
McAleer, Michael
Allen, David E.
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ECONIS (ZBW)
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On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
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3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
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