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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Review of world economics"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kwapil, Claudia"
~person:"Nicolini, Marcella"
~person:"Owyang, Michael T."
~subject:"Estimation theory"
~subject:"Modellierung"
~subject:"Ölpreis"
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EU-Staaten
Volatility
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Modellierung
Ölpreis
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9
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8
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Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
Kapetanios, George
Kwapil, Claudia
Nicolini, Marcella
Owyang, Michael T.
McAleer, Michael
23
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
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3
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2
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2
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2
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2
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2
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1
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1
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Econometric Institute research papers
Review of world economics
Working paper
26
CESifo working papers
4
International journal of forecasting
4
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3
Discussion paper / Tinbergen Institute
3
Journal of international money and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
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1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
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quantf research Working Paper Series: WP06/2014
1
Ökonomische Dynamik in Zentraleuropa : Innovation, Strukturwandel, Umwelt und Finanzarchitektur ; Annual Meeting of the Austrian Economic Association (NOeG) - 2006 ; NOeG 2006 May, 5th - 6th, 2006
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1
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
5
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
6
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
7
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003877073
Saved in:
8
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
9
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
10
The impact of market regulations on intra-European real exchange rates
Bénassy-Quéré, Agnès
;
Coulibaly, Dramane
- In:
Review of world economics
150
(
2014
)
3
,
pp. 529-556
Persistent link: https://www.econbiz.de/10010412722
Saved in:
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