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subject:"Kapitaleinkommen"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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Kapitaleinkommen
Estimation
26
Schätzung
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
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United States
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International tourism
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1996-2009
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Aktienindex
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McAleer, Michael
Guo, Hui
4
Savickas, Robert
3
Smith, Peter N.
3
Białkowski, Je̜drzej
2
Guidolin, Massimo
2
Harris, Richard D. F.
2
Kapetanios, George
2
Kayal, Parthajit
2
Ono, Sadayuki
2
Parker, Jonathan A.
2
Pesaran, M. Hashem
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Raunig, Burkhard
2
Skiadopoulos, George
2
Wickens, Michael R.
2
Allen, David E.
1
Anagnostopoulos, Alexios
1
Asai, Manabu
1
Asai, Manuabu
1
Atesagaoglu, Orhan Erem
1
Attanasio, Orazio P.
1
Baillie, Richard
1
Bartholdy, Jan
1
Brænder Florentsen, Bjarne
1
Bulkley, George
1
Calonaci, Fabio
1
Caporin, Massimiliano
1
Cedic, Samir
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Cezar, Rafaël
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Chang, Chia-Lin
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Charemza, Wojciech
1
Cheema, Muhammad A.
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Clare, Andrew D.
1
Danis, Michelle A.
1
Dutta, Sumanjay
1
Erdemlioglu, Deniz
1
Etebari, Ahmad
1
Faff, Robert W.
1
Faraglia, Elisa
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Fournier, Mathieu
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University of Canterbury / Dept. of Economics and Finance
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Discussion papers in economics
Working paper
Discussion paper / Tinbergen Institute
3
Econometric Institute research papers
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International review of economics & finance : IREF
2
Risks : open access journal
2
Economies : open access journal
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International journal of forecasting
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Journal of econometrics
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Journal of risk and financial management : JRFM
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
2
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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