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~person:"Chen, Chi-Chung"
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Volatility
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GARCH
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Chen, Chi-Chung
McAleer, Michael
276
Chang, Chia-Lin
112
Caporale, Guglielmo Maria
106
Gupta, Rangan
96
Teräsvirta, Timo
85
Hafner, Christian M.
80
Conrad, Christian
77
Bauwens, Luc
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Engle, Robert F.
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Karanasos, Menelaos
68
Ma, Feng
67
Spagnolo, Nicola
67
Caporin, Massimiliano
64
Mittnik, Stefan
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Francq, Christian
61
Herwartz, Helmut
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Paolella, Marc S.
59
Bouri, Elie
56
Ardia, David
52
Guesmi, Khaled
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Spagnolo, Fabio
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Serletis, Apostolos
48
Nguyen, Duc Khuong
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Laurent, Sébastien
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Zakoïan, Jean-Michel
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Haas, Markus
43
Manera, Matteo
43
Silvennoinen, Annastiina
41
Rombouts, Jeroen V. K.
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Asai, Manabu
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Fountas, Stilianos
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Allen, David E.
38
Bollerslev, Tim
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Chevallier, Julien
38
Linton, Oliver
37
Lütkepohl, Helmut
36
McMillan, David G.
36
Hammoudeh, Shawkat
35
Rahbek, Anders
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Saikkonen, Pentti
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Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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ECONIS (ZBW)
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How Volatile is ENSO
Chu, Lan-Fen
;
McAleer, Michael
;
Chen, Chi-Chung
-
2009
ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility. Moreover, 1998 is a turning …
Persistent link: https://www.econbiz.de/10014205838
Saved in:
2
How Volatile is ENSO?
McAleer, Michael
;
Chu, LanFen
;
Chen, Chi-Chung
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
results show that both the ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility …
Persistent link: https://www.econbiz.de/10009141355
Saved in:
3
How Volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-Chung
-
Institute of Economic Research, Kyoto University
-
2010
results show that both the ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility …
Persistent link: https://www.econbiz.de/10008677573
Saved in:
4
How Volatile is ENSO?
Chu, LanFen
;
Chen, Chi-Chung
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
results show that both the ARMA(1,1)-
GARCH
(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility …
Persistent link: https://www.econbiz.de/10008465228
Saved in:
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