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~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
Zeitreihenanalyse
Volatility
63
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40
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40
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McAleer, Michael
Teräsvirta, Timo
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
42
Chang, Chia-Lin
20
Franses, Philip Hans
16
Gupta, Rangan
15
Weber, Enzo
15
Croux, Christophe
14
Dijk, Dick van
14
Reichlin, Lucrezia
13
Härdle, Wolfgang
12
Bauwens, Luc
11
Dijk, Herman K. van
11
Billio, Monica
10
Caporin, Massimiliano
10
Hecq, Alain W. J.
10
Miller, Stephen M.
10
Allen, David E.
9
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Swanson, Norman R.
9
Benati, Luca
8
Fang, Wen-shwo
8
Gschwandtner, Adelina
8
Kontonikas, Alexandros
8
Nelson, Daniel B.
8
Palm, Franz C.
8
Silvennoinen, Annastiina
8
Stavroyiannis, Stavros
8
Waggoner, Daniel F.
8
Xu, Yongdeng
8
Österholm, Pär
8
Asai, Manabu
7
Chang, Chun
7
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6
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Working paper
36
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
73
EconStor
1
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
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:
3
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
4
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:
5
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
6
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
8
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
9
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:
10
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
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