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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
29
Schätzung
29
Volatility
15
ARCH-Modell
10
Forecasting model
10
Prognoseverfahren
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Welt
9
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Time series analysis
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5
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Stochastischer Prozess
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Kapitaleinkommen
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Nachfrage
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Aktienindex
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Economic indicator
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Kapitalmarktrendite
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Risikomaß
3
Risk measure
3
Share price
3
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3
Thailand
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3
1996-2009
2
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2
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English
17
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Blazsek, Szabolcs
Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Mumtaz, Haroon
20
Theodoridis, Konstantinos
9
Neely, Christopher J.
8
Kapetanios, George
7
Österholm, Pär
6
Bénassy-Quéré, Agnès
5
Chang, Chia-Lin
5
Mignon, Valérie
5
Chortareas, Georgios E.
4
Escribano, Álvaro
4
Theophilopoulou, Angeliki
4
Belke, Ansgar
3
Coudert, Virginie
3
Erdemlioglu, Deniz
3
Kaufmann, Sylvia
3
Kiss, Tamás
3
Lahrèche-Révil, Amina
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Rangvid, Jesper
3
Roengchai Tansuchat
3
Allen, David E.
2
Asai, Manabu
2
Benati, Luca
2
Cimadomo, Jacopo
2
Engsted, Tom
2
Giraitis, Liudas
2
Gourier, Elise
2
Herz, Bernhard
2
Jarociński, Marek
2
Karlsson, Sune
2
Knell, Markus
2
Kugler, Peter
2
Kwapil, Claudia
2
Laurent, Sébastien
2
Licht, Adrian
2
Lucas, Robert E.
2
Mandalinci, Zeyyad
2
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University of Canterbury / Dept. of Economics and Finance
5
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Working paper
Econometric Institute research papers
23
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12
Applied economics
4
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4
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4
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3
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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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2
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1
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Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
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1
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1
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1
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1
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1
International journal of trade and global markets
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1
Prague economic papers : a bimonthly journal of economic theory and policy
1
SERIEs : Journal of the Spanish Economic Association
1
South-east European journal of economics and business
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
17
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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
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:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
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:
7
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
8
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
9
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
10
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:
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