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person:"McAleer, Michael"
~isPartOf:"Journal of Risk and Financial Management"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American Journal of Economics and Finance"
~person:"Allen, David E."
~subject:"Schätzung"
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Schätzung
Volatility
13
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4
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3
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12-Month variance futures
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McAleer, Michael
Allen, David E.
Scharth, Marcel
2
Chandra, M.
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Kramadibrata, Akhmad R.
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Powell, Robert
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Journal of Risk and Financial Management
School of Accounting, Finance and Economics & FEMARC working paper series
The North American Journal of Economics and Finance
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21
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13
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3
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2
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
2
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
3
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
4
The volatility-return relationship : insights from linear and non-linear quantile regressions
Allen, David E.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009712040
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