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subject:"EU-Staaten"
subject:"Volatility"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Nonlinear regression"
~subject:"Wechselkurs"
~subject:"World"
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EU-Staaten
Volatility
Nonlinear regression
Wechselkurs
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Estimation
15
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15
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8
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7
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7
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5
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McAleer, Michael
4
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2
Asai, Manabu
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Białkowski, Je̜drzej
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1
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1
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1
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Centre for Quantitative Economics & Computing
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
375
Institut für Weltwirtschaft
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Forschungsinstitut zur Zukunft der Arbeit
25
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Springer Fachmedien Wiesbaden
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Universität Mannheim
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Verlag Dr. Kovač
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World Bank
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Eric Cuvillier <Firma>
5
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Friedrich-Schiller-Universität Jena
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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ECONIS (ZBW)
9
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1
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
Saved in:
2
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:
3
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:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
7
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
8
A note on the causality between technological diversification and internationalisation
Cantwell, John
-
1997
Persistent link: https://www.econbiz.de/10000971129
Saved in:
9
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
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