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5 Most Recent Publications
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Modelling and forecasting noisy realized volatility
(Article)
Asai, M. McAleer, M.J. Medeiros, M. |
2012-01-01
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Moment-based estimation of smooth transition regression models with endogenous variables
(Article)
Areosa, W.D. McAleer, M.J. Medeiros, M. |
2011-11-03
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Forecasting realized volatility with linear and nonlinear univariate models
(Article)
McAleer, M.J. Medeiros, M. |
2011-02-01
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Modelling and Forecasting Noisy Realized Volatility
(Research Paper)
Asai, M. McAleer, M.J. Medeiros, M. |
2011-01-31
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Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
(Article)
Terasvirta, T. Dijk, D.J.C. van Medeiros, M. |
2005-10-01
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