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~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~subject:"ARCH-Modell"
~subject:"Capital market returns"
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ARCH-Modell
Capital market returns
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McAleer, Michael
Teräsvirta, Timo
Chang, Chia-Lin
20
Caporin, Massimiliano
9
Allen, David E.
8
Fang, Wen-shwo
8
Miller, Stephen M.
8
Weber, Enzo
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
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7
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7
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6
Bauwens, Luc
6
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6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Alexeev, Vitali
5
Glabadanidis, Paskalis
5
Gupta, Rangan
5
Hafner, Christian M.
5
Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Singh, Abhay Kumar
5
Albuquerque, Rui
4
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Engle, Robert F.
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Haas, Markus
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Ilomäki, Jukka
4
Karanasos, Menelaos
4
Laurila, Hannu
4
Moore, Tomoe
4
Nelson, Daniel B.
4
Powell, Robert
4
Roengchai Tansuchat
4
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4
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17
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5
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ECONIS (ZBW)
60
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
4
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
5
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
6
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
7
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:
8
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
9
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
10
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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