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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~person:"Artis, Michael J."
~person:"Chang, Chia-Lin"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Modellierung"
~subject:"Monetärer Indikator"
~subject:"Schock"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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EU-Staaten
Volatility
Modellierung
Monetärer Indikator
Schock
Estimation
19
Schätzung
19
ARCH model
9
ARCH-Modell
9
Volatilität
8
Welt
8
World
8
Commodity derivative
5
International tourism
5
Internationaler Tourismus
5
Rohstoffderivat
5
Taiwan
5
Oil price
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Ölpreis
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Economic indicator
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Forecasting model
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Prognoseverfahren
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Scientific modelling
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Time series analysis
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USA
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United States
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Wirtschaftsindikator
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Zeitreihenanalyse
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1990-2008
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1997-2008
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Cointegration
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Demand
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Factor analysis
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Faktorenanalyse
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Financial crisis
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Finanzkrise
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Index
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Graue Literatur
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Arbeitspapier
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11
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Artis, Michael J.
Chang, Chia-Lin
Döpke, Jörg
Engle, Robert F.
Pesaran, M. Hashem
McAleer, Michael
26
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Hsu, Hui-Kuang
2
Martinet, Guillaume Gaetan
2
Paap, Richard
2
Ravazzolo, Francesco
2
Bannouh, Karim
1
Boer, Paul M. C. de
1
Camehl, Annika
1
Caporin, Massimiliano
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Franses, Philip Hans
1
Groen, Jan J. J.
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Martens, Martin
1
Oxley, Les
1
Oya, Kosuke
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Thompson, Mark A.
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
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Econometric Institute research papers
Kieler Arbeitspapiere
13
CESifo working papers
8
Discussion paper / Centre for Economic Policy Research
8
Kiel working paper
8
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Cambridge working papers in economics
4
Discussion paper / Tinbergen Institute
3
CAMA working paper series
2
Discussion paper / Deutsche Bundesbank
2
ERF working papers series
2
SERC discussion paper
2
Working paper series / European Central Bank
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DEP discussion papers : macroeconomics and finance series
1
DNB working paper
1
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1
Discussion paper series / IZA
1
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ECONIS (ZBW)
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1
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
2
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
3
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:
4
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:
5
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:
6
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:
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
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:
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