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Tinbergen Institute, Amsterdam and Rotterdam
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Results 11-19 of 19.
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Year of Publication
Title
Author(s)
2014
A One Line Derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
2014
Hedge Fund Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
;
Singh, Abhay K.
2014
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
2014
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
Hafner, Christian M.
;
McAleer, Michael
2014
Econometric Analysis of Financial Derivatives: An Overview
Chang, Chia-Lin
;
McAleer, Michael
2014
European Market Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
Singh, Abhay K.
2014
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan
Chang, Chialin
;
Chen, Wei-Chen
;
McAleer, Michael
2014
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
Asai, Manabu
;
McAleer, Michael
2014
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
Chang, Chia-Lin
;
McAleer, Michael
Author
6
Allen, David E.
6
Chang, Chia-Lin
5
Singh, Abhay K.
2
Hafner, Christian M.
2
Hsu, Hui-Kuang
2
Powell, Robert J.
1
Asai, Manabu
1
Chang, Chialin
1
Chen, Wei-Chen
1
Martinet, Guillaume Gaetan
.
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