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subject:"Forecasting model"
subject:"Stock market"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"World"
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Forecasting model
Stock market
Börsenkurs
World
Estimation
7
Schätzung
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Volatility
6
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6
ARCH model
3
ARCH-Modell
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Spillover effect
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Stochastic process
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McAleer, Michael
4
Asai, Manabu
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Białkowski, Je̜drzej
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
414
Institut für Weltwirtschaft
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Forschungsinstitut zur Zukunft der Arbeit
14
Springer Fachmedien Wiesbaden
14
Zentrum für Europäische Wirtschaftsforschung
10
Verlag Dr. Kovač
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve System / Division of Research and Statistics
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Internationaler Währungsfonds / Research Department
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Universität Mannheim
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Birkbeck College / Department of Economics
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Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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Shaker Verlag
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World Bank
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
5
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Edward Elgar Publishing
4
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Friedrich-Schiller-Universität Jena
4
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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
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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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