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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~language:"eng"
~person:"Chang, Chia-Lin"
~source:"econis"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Ölpreis
Estimation
14
Schätzung
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ARCH model
5
ARCH-Modell
5
Taiwan
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International tourism
4
Internationaler Tourismus
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Welt
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World
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Demand
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Economic indicator
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Forecasting model
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Modellierung
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financial conditions index
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model-based tourism financial conditions index
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monetary conditions index
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unbiased estimation
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Chang, Chia-Lin
McAleer, Michael
14
Mumtaz, Haroon
11
Manera, Matteo
5
Neely, Christopher J.
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Theodoridis, Konstantinos
5
Mignon, Valérie
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Allen, David E.
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Asai, Manabu
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Blazsek, Szabolcs
2
Couharde, Cécile
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Coulibaly, Dramane
2
Crespo Cuaresma, Jesús
2
Erdemlioglu, Deniz
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Gourier, Elise
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Karlsson, Sune
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Kiss, Tamás
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Kugler, Peter
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Landesmann, Michael
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Laurent, Sébastien
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Leitner, Sandra M.
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Munari, Federico
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Nicolini, Marcella
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Raunig, Burkhard
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Roengchai Tansuchat
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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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/10010410211
Saved in:
2
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:
3
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:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
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