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subject:"Forecasting model"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Spillover effect"
~type_genre:"Arbeitspapier"
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Forecasting model
Spillover effect
Estimation
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Schätzung
7
Volatility
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ARCH model
3
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Börsenkurs
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USA
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Spillover-Effekt
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Stochastic process
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Welt
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Index construction
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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McAleer, Michael
2
Asai, Manabu
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Caporin, Massimiliano
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Chang, Chia-Lin
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Khamkaew, Thanchanok
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University of Canterbury / Dept. of Economics and Finance
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of Cleveland
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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National Institute of Economic and Social Research
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Queen Mary College / Department of Economics
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School of Economics, Mathematics and Statistics <London>
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Türkiye Cumhuriyet Merkez Bankası
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University of Exeter / Department of Economics
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Bonn Graduate School of Economics
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Chambre de commerce et d'industrie de Paris
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
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:
3
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
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