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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Japan"
~subject:"VAR-Modell"
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Volatility
Japan
VAR-Modell
Estimation
34
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8
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7
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1952-2002
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McAleer, Michael
4
Owyang, Michael T.
2
Theodorou, Athena T.
2
Thornton, Daniel L.
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Dittmar, Robert F.
1
Etebari, Ahmad
1
Francis, Neville
1
Gavin, William T.
1
Guo, Hui
1
Ishida, Isao
1
Lan Fen Chu
1
Neely, Christopher J.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Savickas, Robert
1
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1
Wisniewski, Tomasz Piotr
1
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Federal Reserve Bank of St. Louis
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
129
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Institut für Weltwirtschaft
14
Leibniz-Institut für Wirtschaftsforschung Halle
5
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4
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
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Chambre de commerce et d'industrie de Paris
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Monetary Fund
3
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3
Shakai-Keizai-Kenkyūsho <Osaka>
3
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2
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2
Centre for Analytical Finance <Århus>
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
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2
Institute of European Finance <Bangor, Gwynedd>
2
National Institute of Economic and Social Research
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
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2
Task Force on Low Inflation (LIFT)
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2
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2
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2
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2
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2
William Davidson Institute <Ann Arbor, Mich.>
2
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2
American Enterprise Institute for Public Policy Research
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986701
Saved in:
6
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
Saved in:
7
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
8
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
9
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
10
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
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