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~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Estimation theory"
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
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2015
Persistent link: https://www.econbiz.de/10011432600
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3
Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
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2019
Persistent link: https://www.econbiz.de/10012149751
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4
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
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2017
Persistent link: https://www.econbiz.de/10011734887
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5
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
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