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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Escribano, Álvaro"
~person:"Kaufmann, Sylvia"
~person:"Raunig, Burkhard"
~source:"econis"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Ölpreis
Estimation
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8
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Chang, Chia-Lin
Escribano, Álvaro
Kaufmann, Sylvia
Raunig, Burkhard
McAleer, Michael
14
Mumtaz, Haroon
11
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Manera, Matteo
4
Mignon, Valérie
4
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3
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2
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2
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2
Asai, Manabu
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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2
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2
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2
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ECONIS (ZBW)
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1
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
2
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
3
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
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:
6
Bank-lending standards, the cost channel and inflation dynamics
Kaufmann, Sylvia
;
Scharler, Johann
-
2010
Persistent link: https://www.econbiz.de/10008669228
Saved in:
7
Expected money growth, Markov trends and the instability of money demand in the euro erea
Kaufmann, Sylvia
(
contributor
);
Kugler, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003410693
Saved in:
8
Expected money growth, Markov trends and the instability of money demand in the euro erea
Kaufmann, Sylvia
;
Kugler, Peter
-
2006
Persistent link: https://www.econbiz.de/10003383884
Saved in:
9
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:
10
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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