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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~person:"Krueger, Alan B."
~person:"McAleer, Michael"
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Search: ("Europäische Wirtschafts- und Währungsunion" OR "Internationale Handelspolitik" OR "USA" OR "WTO-Regeln") AND NOT isPartOf:Wirtschaftsdienst
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McAleer, Michael
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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
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2
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
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2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689064
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