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subject:"Prognoseverfahren"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working paper"
~subject:"Bayes-Statistik"
~subject:"Geldpolitik"
~subject:"Gender"
~subject:"Theory"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Prognoseverfahren
Bayes-Statistik
Geldpolitik
Gender
Theory
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
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Capital income
3
Kapitaleinkommen
3
Share price
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USA
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United States
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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Welt
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World
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1933-2007
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1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Demand
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Efficient market hypothesis
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Effizienzmarkthypothese
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Finanzkrise
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Forecasting model
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Hochfrequenzdaten (high frequency data)
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Index construction
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Indexberechnung
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Indonesia
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Indonesien
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International tourism
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English
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McAleer, Michael
2
Asai, Manabu
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Caporin, Massimiliano
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Chen, Chi-chung
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Lan Fen Chu
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
50
Federal Reserve Bank of St. Louis
10
Queen Mary College / Department of Economics
3
Universität Zürich / Sozialökonomisches Institut
1
Universität Zürich / Sozialökonomisches Seminar
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Applied economics
Discussion paper series / IZA
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ECONIS (ZBW)
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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
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2
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
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