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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Erdemlioglu, Deniz"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~subject:"Modellierung"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Modellierung
Ölpreis
Estimation
57
Schätzung
57
Volatilität
20
Forecasting model
13
Prognoseverfahren
13
ARCH model
12
ARCH-Modell
12
USA
12
United States
12
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11
Welt
11
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11
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Börsenkurs
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International tourism
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Internationaler Tourismus
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OECD countries
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OECD-Staaten
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Aktienindex
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Working Paper
27
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26
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26
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English
27
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Chang, Chia-Lin
Coulibaly, Dramane
Erdemlioglu, Deniz
Escribano, Álvaro
Kapetanios, George
McAleer, Michael
Mumtaz, Haroon
11
Manera, Matteo
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Mignon, Valérie
4
Cologni, Alessandro
3
Kaufmann, Sylvia
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
Valenti, Daniele
3
Österholm, Pär
3
Ajevskis, Viktors
2
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Couharde, Cécile
2
Crespo Cuaresma, Jesús
2
Gourier, Elise
2
Karlsson, Sune
2
Kiss, Tamás
2
Kugler, Peter
2
Kwapil, Claudia
2
Landesmann, Michael
2
Laurent, Sébastien
2
Leitner, Sandra M.
2
Licht, Adrian
2
Munari, Federico
2
Nicolini, Marcella
2
Owyang, Michael T.
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
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University of Canterbury / Dept. of Economics and Finance
4
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1
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Working paper
Econometric Institute research papers
23
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13
Econometric reviews
4
International review of economics & finance : IREF
3
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3
School of Accounting, Finance and Economics & FEMARC working paper series
3
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2
International journal of forecasting
2
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2
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ECONIS (ZBW)
27
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11
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
12
Current accounts and oil price fluctuations in oil-exporting countries : the role of financial development
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Coulibaly, Dramane
-
2013
Persistent link: https://www.econbiz.de/10009790038
Saved in:
13
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
14
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:
15
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
16
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
17
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
18
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:
19
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:
20
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:
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