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~isPartOf:"Econometric Institute research papers"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
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Asymmetry and leverage in realized volatility
Asai, Manabu
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contributor
);
McAleer, Michael
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003780794
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
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3
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
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4
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
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5
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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