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institution:"University of Canterbury / Dept. of Economics and Finance"
subject:"Welt"
~institution:"Innocenzo Gasparini Institute for Economic Research <Mailand>"
~institution:"Maxwell Graduate School of Citizenship and Public Affairs"
~subject:"Volatility"
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Welt
Volatility
Estimation
34
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8
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McAleer, Michael
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University of Canterbury / Dept. of Economics and Finance
Innocenzo Gasparini Institute for Economic Research <Mailand>
Maxwell Graduate School of Citizenship and Public Affairs
National Bureau of Economic Research
327
Forschungsinstitut zur Zukunft der Arbeit
17
Institut für Weltwirtschaft
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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4
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4
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4
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3
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3
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3
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Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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ECONIS (ZBW)
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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
How the human capital model explains why the gender wage gap narrowed
Polachek, Solomon W.
(
contributor
)
-
2004
-
June 2003, Latest Revision: March 2004
Persistent link: https://www.econbiz.de/10010259927
Saved in:
5
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:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
8
Economic and political liberalizations
Giavazzi, Francesco
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002158372
Saved in:
9
How the human capital model explains why the gender wage gap narrowed
Polachek, Solomon W.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002424215
Saved in:
10
Political institutions and policy outcomes : what are the stylized facts?
Persson, Torsten
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002136761
Saved in:
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