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~isPartOf:"Applied economics"
~isPartOf:"KBI"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper"
~person:"Behrens, Christoph"
~person:"McAleer, Michael"
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
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2012
Persistent link: https://www.econbiz.de/10009562979
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Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach
Behrens, Christoph
- In:
Applied economics
52
(
2020
)
34
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pp. 3732-3747
Persistent link: https://www.econbiz.de/10012258978
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Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
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pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
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