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person:"Rombouts, Jeroen V. K."
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Herwartz, Helmut"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"GARCH model"
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ARCH model
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ARCH-Modell
3
Volatility
3
Volatilität
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2
Schätzung
2
Spillover effect
2
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Rombouts, Jeroen V. K.
Herwartz, Helmut
McAleer, Michael
Zakoïan, Jean-Michel
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
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2
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Kok Haur Ng
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Nonejad, Nima
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
63
Discussion paper / Tinbergen Institute
30
Working paper
29
Journal of econometrics
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometric theory
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Annales d'économie et de statistique
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Applied quantitative finance : theory and computational tools
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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