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~language:"eng"
~language:"bul"
~subject:"Schätzung"
~subject:"ARCH model"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Schätzung
ARCH model
Volatility
10
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6
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McAleer, Michael
8
Caporin, Massimiliano
3
Chang, Chia-Lin
2
Chen, Chi-chung
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Chen, Ping-yu
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Lan Fen Chu
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1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
28
National Bureau of Economic Research
25
Federal Reserve Bank of St. Louis
21
Federal Reserve Bank of San Francisco
19
Institut für Weltwirtschaft
18
Institute of Finance and Accounting <London>
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
National Institute of Economic and Social Research
11
University of Exeter / Department of Economics
11
Johns Hopkins University / Department of Economics
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
10
University of Glasgow / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
9
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
8
Svenska Handelshögskolan <Helsinki>
7
Elinkeinoelämän Tutkimuslaitos
6
Econometrisch Instituut <Rotterdam>
5
University of Connecticut / Department of Economics
5
African Economic Research Consortium
4
Center for the Study of Industrial Organisation
4
Centre for Economic Performance
4
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4
Institut für Wirtschaftswissenschaften <Wien>
4
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4
Research Seminar in International Economics
4
School of Accounting, Finance and Economics <Perth, Western Australia>
4
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4
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4
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4
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3
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3
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Rheinisch-Westfälisches Institut für Wirtschaftsforschung
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Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
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Rodney L. White Center for Financial Research
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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
Saved in:
2
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:
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
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
5
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
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:
9
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
10
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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