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subject:"Volatility"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"United States"
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Volatility
Forecasting model
Time series analysis
United States
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
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USA
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Welt
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International tourism
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Internationaler Tourismus
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English
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
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Etebari, Ahmad
1
Ishida, Isao
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Lan Fen Chu
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Oya, Kosuke
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Rea, Alethea
1
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1
Reale, Marco
1
Roengchai Tansuchat
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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
279
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Federal Reserve Bank of St. Louis
22
Institut für Weltwirtschaft
18
Federal Reserve Bank of San Francisco
17
Federal Reserve Bank of Cleveland
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Johns Hopkins University / Department of Economics
13
Federal Reserve System / Division of Research and Statistics
12
Federal Reserve Bank of New York
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Federal Reserve Bank of Chicago
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Springer Fachmedien Wiesbaden
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
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University of Glasgow / Department of Economics
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Verlag Dr. Kovač
8
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Queen Mary College / Department of Economics
7
The Wharton Financial Institutions Center
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Christian-Albrechts-Universität zu Kiel
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
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University of Hong Kong / School of Economics and Finance
6
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5
Bonn Graduate School of Economics
5
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5
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5
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5
Georgetown University / Economics Department
5
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5
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5
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5
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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
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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