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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic surveys"
~person:"Al-Azzam, Moh’d"
~person:"Chan, Joshua"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Jensen, Mark J."
~person:"McAleer, Michael"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Bayes-Statistik
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Dynamisches Gleichgewicht
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Theory
43
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15
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Al-Azzam, Moh’d
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
McAleer, Michael
Phillips, Peter C. B.
17
Yu, Jun
13
Koop, Gary
9
Franses, Philip Hans
8
Aït-Sahalia, Yacine
7
Schorfheide, Frank
7
Swanson, Norman R.
7
Xiao, Zhijie
7
Bollerslev, Tim
6
Linton, Oliver
6
Mariano, Roberto S.
6
Tauchen, George Eugene
6
Taylor, Robert
6
Teräsvirta, Timo
6
Todorov, Viktor
6
Andersen, Torben
5
Casarin, Roberto
5
Chen, Xiaohong
5
Gouriéroux, Christian
5
Hallin, Marc
5
Herwartz, Helmut
5
Hong, Yongmiao
5
Li, Yong
5
Liao, Yuan
5
Pisani, Massimiliano
5
Renault, Eric
5
Baillie, Richard
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Cavaliere, Giuseppe
4
Chib, Siddhartha
4
Corradi, Valentina
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Harvey, Andrew C.
4
Hendry, David F.
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Economic modelling
Journal of econometrics
Journal of economic surveys
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15
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11
Econometric Institute research papers
11
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
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8
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ECONIS (ZBW)
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1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
3
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
4
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
7
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
8
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
9
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
10
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
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