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person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
~subject:"Spillover effect"
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Forecasting model
Rohstoffderivat
Spillover effect
Volatility
325
Volatilität
287
ARCH-Modell
126
ARCH model
125
Estimation
84
Schätzung
84
Stochastic process
66
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Spillover-Effekt
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volatility
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McAleer, Michael
Gupta, Rangan
132
Ma, Feng
85
Bouri, Elie
65
Chang, Chia-Lin
61
Bollerslev, Tim
45
Pierdzioch, Christian
44
Diebold, Francis X.
42
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Spagnolo, Nicola
38
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38
Wei, Yu
36
Liang, Chao
34
Mensi, Walid
33
McMillan, David G.
32
Caporin, Massimiliano
31
Hammoudeh, Shawkat
30
Salisu, Afees A.
29
Clements, Adam
27
Lux, Thomas
27
Ji, Qiang
25
Kočenda, Evžen
25
Kumar, Dilip
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Christoffersen, Peter F.
24
Gallo, Giampiero M.
24
Prokopczuk, Marcel
24
Lucey, Brian M.
23
Tiwari, Aviral Kumar
23
Xuan Vinh Vo
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Asai, Manabu
22
Engle, Robert F.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Wohar, Mark E.
21
Allen, David E.
20
Demirer, Rıza
20
Lau, Chi Keung
20
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4
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Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
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121
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
122
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
123
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
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