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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Gallo, Giampiero M."
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Prognoseverfahren
Time series analysis
Volatility
40
Volatilität
40
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16
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13
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10
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McAleer, Michael
Gallo, Giampiero M.
Asai, Manabu
3
Blazsek, Szabolcs
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Escribano, Álvaro
3
Guo, Hui
3
Medeiros, Marcelo C.
3
Neely, Christopher J.
3
Raunig, Burkhard
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Yu, Jun
3
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2
Javed, Farrukh
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Karlsson, Sune
2
Licht, Adrian
2
Pérez Amaral, Teodosio
2
Roengchai Tansuchat
2
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2
Shi, Shuping
2
Skiadopoulos, George
2
Österholm, Pär
2
Alfelt, Gustav
1
Asai, Manuabu
1
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1
Ayala, Astrid
1
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1
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1
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1
Chen, Han
1
Cho, Dooyeon
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1
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ECONIS (ZBW)
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1
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
10
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
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