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~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"McAleer, Michael"
~person:"Schlögl, Erik"
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Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
-
2015
duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel
data
, statistical inference …
Persistent link: https://www.econbiz.de/10010491413
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2
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
Asai, Manabu
;
McAleer, Michael
-
2013
co-volatilities. The empirical results for the bivariate
data
of the NASDAQ 100 and S&P500 indices show that the general …
Persistent link: https://www.econbiz.de/10010326219
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