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~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
108
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96
Theorie
73
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73
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68
Estimation theory
58
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58
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69
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McAleer, Michael
Gupta, Rangan
43
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34
Ma, Feng
33
Chang, Chia-Lin
29
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27
Caporale, Guglielmo Maria
22
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22
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21
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19
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17
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16
Allen, David E.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
Salisu, Afees A.
12
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12
Silvennoinen, Annastiina
12
Weber, Enzo
12
Yoon, Seong-min
12
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11
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11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
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11
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21
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3
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2
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ECONIS (ZBW)
68
EconStor
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1
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
2
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
3
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
7
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
10
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
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