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~person:"Linton, Oliver"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~type_genre:"Book section"
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Contributions to financial econometrics : theoretical and practical issues
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ECONIS (ZBW)
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1
Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
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2
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
3
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
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