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subject:"Schock"
subject:"Volatilität"
~institution:"Centre for Economic Performance"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Strathclyde / Department of Economics"
~person:"McAleer, Michael"
~person:"Strachan, Rodney W."
~subject:"Capital income"
~subject:"Human capital"
~subject:"Seasonal component"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
~type_genre:"Gutachten"
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Schock
Volatilität
Capital income
Human capital
Seasonal component
Stochastischer Prozess
Estimation
6
Schätzung
6
Volatility
4
ARCH model
3
ARCH-Modell
3
Stochastic process
3
USA
2
United States
2
Welt
2
World
2
1933-2007
1
2000-2010
1
Börsenkurs
1
Cointegration
1
Commodity derivative
1
Demand
1
Estimation theory
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Kapitaleinkommen
1
Kointegration
1
Malaysia
1
Modellierung
1
Nachfrage
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Rohstoffderivat
1
Saisonkomponente
1
Schätztheorie
1
Scientific modelling
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Book / Working Paper
6
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Arbeitspapier
Gutachten
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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McAleer, Michael
Strachan, Rodney W.
Chang, Chia-Lin
2
Koop, Gary
2
Roengchai Tansuchat
2
Acemoglu, Daron
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Campolieti, Michele
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Gefang, Deborah
1
Ishida, Isao
1
Jochmann, Markus
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Leon-Gonzalez, Roberto
1
Machin, Stephen
1
Maskin, Eric
1
Nickell, Stephen J.
1
Nicolitsas, Daphne
1
Oya, Kosuke
1
Pischke, Jörn-Steffen
1
Qian, Yingyi
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Van Reenen, John
1
Wisniewski, Tomasz Piotr
1
Xu, Chenggang
1
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Centre for Economic Performance
University of Canterbury / Dept. of Economics and Finance
University of Strathclyde / Department of Economics
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Working paper
5
Strathclyde discussion papers in economics
1
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ECONIS (ZBW)
6
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1
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
2
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:
3
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:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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
Saved in:
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