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subject:"United States"
type_genre:"Article in journal"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Capital income"
~subject:"Wechselkurs"
~type_genre:"Graue Literatur"
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United States
Capital income
Wechselkurs
Estimation
7
Schätzung
7
Volatility
6
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6
ARCH model
3
ARCH-Modell
3
Börsenkurs
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Kapitaleinkommen
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Spillover effect
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Indonesien
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McAleer, Michael
2
Asai, Manabu
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Białkowski, Je̜drzej
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Caporin, Massimiliano
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Etebari, Ahmad
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Oya, Kosuke
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
66
National Bureau of Economic Research
47
Federal Reserve Bank of St. Louis
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
15
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
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Federal Reserve Bank of New York
11
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Chicago
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USA / Bureau of Labor Statistics
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University of Chicago / Center for Research in Security Prices
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Federal Reserve Bank of Richmond
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Federal Reserve System / Division of Research and Statistics
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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University of Glasgow / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Boston College / Department of Economics
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Center for the Study of Industrial Organisation
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Rutgers University / Department of Economics
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Birkbeck College / Department of Economics
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Stanford Institute for Economic Policy Research
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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
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:
3
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:
4
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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