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1دورية أكاديمية
المؤلفون: Chan, Felix, McAleer, M., Medeiros, M.
مصطلحات موضوعية: Nonlinear time series, Regime-switching, Smooth transition, STAR, GARCH, Asymptotic theory
وصف الملف: fulltext
الإتاحة: https://doi.org/20.500.11937/76323Test
https://doi.org/10.1016/j.econ.2015.01.001Test
https://hdl.handle.net/20.500.11937/76323Test -
2دورية أكاديمية
المؤلفون: Chan, Felix, McAleer, M., Medeiros, M.
مصطلحات موضوعية: Nonlinear time series, Regime-switching, Smooth transition, STAR, GARCH, Asymptotic theory, stat, eco
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3دورية أكاديمية
المؤلفون: CAPORIN, MASSIMILIANO, MCALEER M.
المساهمون: Caporin, Massimiliano, Mcaleer, M.
مصطلحات موضوعية: multivariate asymmetry, conditional variance, stationarity condition, asymptotic theory, multivariate news impact
وصف الملف: STAMPA
العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000289298400001; volume:65; firstpage:125; lastpage:163; numberofpages:39; journal:STATISTICA NEERLANDICA; http://hdl.handle.net/11577/152459Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-79953805336
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4دورية أكاديمية
المؤلفون: McAleer, M.
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5دورية أكاديمية
المؤلفون: Mcaleer, M., Hoti, S., Chan, Felix
مصطلحات موضوعية: Asymmetric effects, C52, Multivariate structure, Regularity conditions, C51, C32, Conditional volatility, Asymptotic theory, stat, eco
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6دورية أكاديمية
المؤلفون: McAleer, M.
مصطلحات موضوعية: Daily capital charges, Excessive risk taking, Market risk, Risk, management, Value-at-risk, Violations, autoregressive conditional heteroskedasticity, multivariate stochastic, volatility, asymptotic theory, generalized arch, garch processes, models, index
العلاقة: #PLACEHOLDER_PARENT_METADATA_VALUE#; Journal of Economic Surveys; Journal of Economic Surveys, Volume 23, Issue 5, Page(s) 831-849.; http://dx.doi.org/10.1111/j.1467-6419.2009.00588.xTest; http://hdl.handle.net/11455/69897Test
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7دورية أكاديمية
المؤلفون: Mcaleer, M., Hoti, S., Chan, Felix
مصطلحات موضوعية: Asymmetric effects, C52, Multivariate structure, Regularity conditions, C51, C32, Conditional volatility, Asymptotic theory
وصف الملف: restricted
الإتاحة: https://doi.org/20.500.11937/16633Test
https://doi.org/10.1080/07474930802467217Test
https://hdl.handle.net/20.500.11937/16633Test -
8دورية أكاديمية
المؤلفون: Ling, SQ, McAleer, M.
مصطلحات موضوعية: Asymptotic theory, ARMA-GARCH model
العلاقة: http://repository.ust.hk/ir/Record/1783.1-1401Test; Econometric theory, v. 19, (2), 2003, APR, p. 280-310; https://doi.org/10.1017/S0266466603192092Test; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0266-4666&rft.volume=19&rft.issue=2&rft.date=2003&rft.spage=280&rft.epage=310&rft.aulast=Ling&rft.aufirst=SQ&rft.atitle=Asymptotic+theory+for+a+vector+ARMA-GARCH+modelTest; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000181722700004Test; http://www.scopus.com/record/display.url?eid=2-s2.0-0038042506&origin=inwardTest; http://repository.ust.hk/ir/bitstream/1783.1-1401/1/cup_lings19.pdfTest
الإتاحة: https://doi.org/10.1017/S0266466603192092Test
http://repository.ust.hk/ir/Record/1783.1-1401Test
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0266-4666&rft.volume=19&rft.issue=2&rft.date=2003&rft.spage=280&rft.epage=310&rft.aulast=Ling&rft.aufirst=SQ&rft.atitle=Asymptotic+theory+for+a+vector+ARMA-GARCH+modelTest
http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000181722700004Test
http://www.scopus.com/record/display.url?eid=2-s2.0-0038042506&origin=inwardTest
http://repository.ust.hk/ir/bitstream/1783.1-1401/1/cup_lings19.pdfTest
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