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~institution:"University of Canterbury / Dept. of Economics and Finance"
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Volatility Spillovers from Aus...
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Volatility
9
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9
ARCH model
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ARCH-Modell
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Welt
7
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7
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United States
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Capital income
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Index construction
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Portfolio selection
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Portfolio-Management
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Spillover effect
2
Spillover-Effekt
2
Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
2
Storm
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Sturm
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English
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McAleer, Michael
26
Chang, Chia-Lin
13
Oxley, Les
5
Caporin, Massimiliano
4
Chen, Chi-chung
3
Hammoudeh, Shawkat
3
Roengchai Tansuchat
3
Khamkaew, Thanchanok
2
Lan Fen Chu
2
Asai, Manabu
1
Chen, Ping-yu
1
Chen, Sung-po
1
Da Veiga, Bernardo
1
Franses, Philip Hans
1
Hoti, Suhejla
1
Ishida, Isao
1
Kuo, Hsiao-i
1
Lim, Christine
1
Maasoumi, Esfandiar
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Sarafrazi, Soodabeh
1
Wang, Szu-Wang
1
Yuan, Yuan
1
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University of Canterbury / Dept. of Economics and Finance
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
130
Department of Economics and Finance, College of Business and Economics
122
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
116
Institute of Economic Research, Kyoto University
92
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
77
Tinbergen Instituut
65
Center for Advanced Research in Finance, Faculty of Economics
33
Economics Department, Queen's University
16
School of Finance and Business Economics <Perth, Western Australia>
15
School of Business, Edith Cowan University
13
Institute of Social and Economic Research (ISER), Osaka University
12
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Western Australia / Department of Economics
11
School of Accounting, Finance and Economics <Perth, Western Australia>
9
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Edward Elgar
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Fondazione ENI Enrico Mattei (FEEM)
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
C.E.P.R. Discussion Papers
1
Centre for Economic Policy Research
1
Department of Economics, Emory University
1
East Asian Bureau of Economic Research (EABER)
1
Edward Elgar Publishing
1
Impact Project, Industries Assistance Commission
1
International Economics Section, The Graduate Institute of International and Development Studies
1
Managing foreign exchange risk. Cambridge 1983
1
Managing international risk. Cambridge 1983
1
Society for Computational Economics - SCE
1
Tinbergen Institute
1
University of Canterbury / Dept. of Economics
1
World Scientific Publishing Co. Pte. Ltd.
1
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ECONIS (ZBW)
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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:
2
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
3
How does Zinfluence affect article influence?
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
4
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
Saved in:
5
What makes a great journal great in economics? : the singer not the song
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688840
Saved in:
6
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
7
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689061
Saved in:
8
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008689065
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