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Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
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Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
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3
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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4
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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5
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
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6
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
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ARTICLES - Analytical Power Comparisons of Nested and Nonnested Tests for Linear and Loglinear Regression Models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10006989823
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8
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
Mcaleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10006960642
Saved in:
9
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Ling, Shiqing
;
Mcaleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10006969747
Saved in:
10
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10006973968
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