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institution:"University of Canterbury / Dept. of Economics and Finance"
subject:"Welt"
~subject:"1933-2007"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Welt
1933-2007
Forecasting model
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7
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University of Canterbury / Dept. of Economics and Finance
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Center for International Development <Cambridge, Mass.>
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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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
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