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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"International review of economics & finance : IREF"
~person:"McAleer, Michael"
~subject:"Estimation"
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Time series analysis
Estimation
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1999-2007
1
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Crude oil futures
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Ethanol futures
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Exchange rate risk
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Intra-day prices and returns
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Koopman, Siem Jan
McAleer, Michael
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Gupta, Rangan
5
Salisu, Afees A.
5
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
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Kutan, Ali Mustafa
4
Arize, Augustine Chuck
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Balli, Faruk
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Brooks, Robert
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Chang, Tsangyao
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Chen, Shyh-Wei
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Malindretos, John
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Narayan, Seema
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Sosvilla-Rivero, Simón
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Wang, Yudong
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Wu, Po-chin
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Xie, Zixiong
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Yin, Libo
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Zeaiter, Hussein
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Ahmad, Ahmad Hassan
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Ahmad, Wasim
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Ali, Syed Zahid
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Balli, Hatice Ozer
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Beckmann, Joscha
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Bissoondoyal-Bheenick, Emawtee
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Bouri, Elie
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Caporin, Massimiliano
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International review of economics & finance : IREF
Discussion paper / Tinbergen Institute
56
Econometric Institute research papers
38
Working paper
26
International journal of forecasting
7
Econometric reviews
5
Journal of econometrics
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Applied economics
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School of Accounting, Finance and Economics & FEMARC working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Handbook of applied econometrics and statistical inference
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
3
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
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