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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Caballero, Ricardo J."
~subject:"Schätzung"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Volatility
40
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40
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16
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16
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13
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10
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McAleer, Michael
Caballero, Ricardo J.
Mumtaz, Haroon
11
Manera, Matteo
8
Chang, Chia-Lin
7
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Chen, Chi-chung
4
Roengchai Tansuchat
4
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3
Behmiri, Niaz Bashiri
3
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3
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3
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3
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3
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2
Asai, Manabu
2
Blazsek, Szabolcs
2
Chen, Ping-yu
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Juvenal, Luciana
2
Kapetanios, George
2
Karlsson, Sune
2
Kiss, Tamás
2
Laurent, Sébastien
2
Licht, Adrian
2
Raunig, Burkhard
2
Scharth, Marcel
2
Tripier, Fabien
2
Ahmadi, Maryam
1
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1
Asai, Manuabu
1
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1
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1
Bardgett, Chris
1
Bas, Maria
1
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1
Belke, Ansgar
1
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1
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5
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28
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12
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4
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
18
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1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
5
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
6
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
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:
10
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:
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