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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Huber, Florian"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Schätzung
Volatility
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Huber, Florian
McAleer, Michael
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
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Reale, Marco
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Roengchai Tansuchat
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Scarrott, Carl
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Wisniewski, Tomasz Piotr
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University of Canterbury / Dept. of Economics and Finance
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ECONIS (ZBW)
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1
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
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
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:
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