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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Ten things we should know about time series
McAleer, Michael
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Oxley, Les
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2010
Persistent link: https://www.econbiz.de/10008688841
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Combining non-replicable forecasts
Chang, Chia-Lin
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Franses, Philip Hans
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McAleer, Michael
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2010
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Persistent link: https://www.econbiz.de/10008689066
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Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
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McAleer, Michael
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008689067
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Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
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McAleer, Michael
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2011
Persistent link: https://www.econbiz.de/10009412785
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
Persistent link: https://www.econbiz.de/10008689073
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
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McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2012
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Rev.
Persistent link: https://www.econbiz.de/10009562985
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How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
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Qin, Xiaochuan
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Reid, W. Robert
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2009
Persistent link: https://www.econbiz.de/10008667753
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Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
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2012
Persistent link: https://www.econbiz.de/10009681375
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Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
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Qin, Xiaochuan
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Reid, W. Robert
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2011
Persistent link: https://www.econbiz.de/10009012239
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