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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Internationaler Währungsfonds / Research Department"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Search: "Volatilität"
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Volatility
31
Volatilität
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McAleer, Michael
9
Crouhy, Michel
5
Bensoussan, Alain
3
Chang, Chia-Lin
3
Galai, Dan
3
Rockinger, Michael
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Solnik, Bruno
2
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1
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1
Asai, Manabu
1
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1
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1
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1
Boucrelle, Cyril
1
Caporin, Massimiliano
1
Carter, Jennie L.
1
Cashin, Paul A.
1
Chen, Ping-yu
1
Clark, Peter B.
1
Dell'Ariccia, Giovanni
1
Dumas, Bernard
1
Etebari, Ahmad
1
Faruqee, Hamid
1
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1
Hu, Frederick Zu-liu
1
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1
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1
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1
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1
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1
Lan Fen Chu
1
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1
Lin, Wen-ling Tsai
1
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1
Malik, Farooq
1
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1
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Chambre de commerce et d'industrie de Paris
Internationaler Währungsfonds / Research Department
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National Bureau of Economic Research
496
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
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19
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18
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17
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17
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13
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12
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11
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10
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10
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10
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10
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9
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8
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8
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7
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6
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6
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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10
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ECONIS (ZBW)
31
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1
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
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
7
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
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