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subject:"EU-Staaten"
subject:"Volatility"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Spillover-Effekt"
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EU-Staaten
Volatility
Spillover-Effekt
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
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3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
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USA
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United States
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Spillover effect
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Stochastic process
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Welt
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McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
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Asai, Manabu
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Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
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Khamkaew, Thanchanok
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Lan Fen Chu
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Oya, Kosuke
1
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1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
126
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
OECD
18
Institut für Weltwirtschaft
16
Forschungsinstitut zur Zukunft der Arbeit
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Zentrum für Europäische Wirtschaftsforschung
10
International Energy Agency
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Springer Fachmedien Wiesbaden
9
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5
Institute of European Finance <Bangor, Gwynedd>
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
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Verlag Dr. Kovač
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3
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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
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
7
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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