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institution:"University of Canterbury / Dept. of Economics and Finance"
subject:"Welt"
~institution:"World Institute for Development Economics Research"
~subject:"1933-2007"
~subject:"Stochastischer Prozess"
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Welt
1933-2007
Stochastischer Prozess
Estimation
11
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6
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6
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5
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McAleer, Michael
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University of Canterbury / Dept. of Economics and Finance
World Institute for Development Economics Research
National Bureau of Economic Research
271
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14
Institut für Weltwirtschaft
11
Springer Fachmedien Wiesbaden
11
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9
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Universität Mannheim
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Friedrich-Schiller-Universität Jena
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Trinity College Dublin / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Verlag Dr. Kovač
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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:
2
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:
3
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:
4
(Re)Distribution of personal incomes, education and economic performances across countries
Rehme, Günther
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001660157
Saved in:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Inequality and economic growth : the empirical relationship reconsidered in the light of comparable data
Knowles, Stephen Mark
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630182
Saved in:
7
Commodity supply management by producing countries : a case study of the tropical beverage crops
Maizels, Alfred
-
1997
Persistent link: https://www.econbiz.de/10000957267
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