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institution:"University of Canterbury / Dept. of Economics and Finance"
subject:"Welt"
~institution:"Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik"
~subject:"Kapitaleinkommen"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation"
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Welt
Kapitaleinkommen
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
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USA
3
United States
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Spillover effect
2
Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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2000-2010
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Behavioral economics
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Indonesien
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International tourism
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Internationaler Tourismus
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McAleer, Michael
3
Asai, Manabu
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Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Lan Fen Chu
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
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1
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University of Canterbury / Dept. of Economics and Finance
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
Forschungsinstitut zur Zukunft der Arbeit
14
Institut für Weltwirtschaft
11
National Bureau of Economic Research
8
Internationaler Währungsfonds / Research Department
7
Zentrum für Europäische Wirtschaftsforschung
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Birkbeck College / Department of Economics
5
University of Hong Kong / School of Economics and Finance
5
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Inter-American Development Bank / Research Department
4
Center for International Development <Cambridge, Mass.>
3
Erasmus Research Institute of Management
3
Georgetown University / Economics Department
3
Konjunkturforschungsstelle <Zürich>
3
Research Seminar in International Economics
3
Rodney L. White Center for Financial Research
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Trinity College Dublin / Department of Economics
3
University of Cambridge / Department of Applied Economics
3
University of Cambridge / Faculty of Economics
3
University of Exeter / Department of Economics
3
University of Reading / Department of Economics
3
William Davidson Institute <Ann Arbor, Mich.>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of New York
2
Harvard Institute for International Development
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute for International Economics <Washington, DC>
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Institutet för Internationell Ekonomi <Stockholm>
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International Monetary Fund
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John F. Kennedy School of Government
2
London School of Economics and Political Science
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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 volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
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:
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