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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Großbritannien"
~subject:"Produktivität"
~subject:"Volatilität"
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Großbritannien
Produktivität
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Indonesien
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McAleer, Michael
4
Asai, Manabu
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Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
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Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
286
Forschungsinstitut zur Zukunft der Arbeit
59
OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Economic Performance
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University of Oxford / Institute of Economics and Statistics
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Institut für Weltwirtschaft
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Institute for Fiscal Studies
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National Institute of Economic and Social Research
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Public Sector Economics Research Centre <Leicester>
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Birkbeck College / Department of Economics
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University of Sheffield / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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University of York / Department of Economics and Related Studies
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World Bank
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University of Reading / Department of Economics
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Centre for Economic Policy Research
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University of Warwick / Department of Economics
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Deutsches Institut für Wirtschaftsforschung
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Federal Reserve Bank of San Francisco
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Organisation for Economic Co-operation and Development
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Queen Mary College / Department of Economics
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Centre for Quantitative Economics & Computing
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European University Institute / Department of Economics
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Institute of Finance and Accounting <London>
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United States / Bureau of Labor Statistics
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University of Exeter / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
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Centre for Analytical Finance <Århus>
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Gottfried Wilhelm Leibniz Universität Hannover
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Nationalekonomiska Institutionen <Lund>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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University of Kent / Department of Economics
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University of Leicester / Department of Economics
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
2
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:
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
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:
5
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:
6
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
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