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subject:"Volatilität"
~isPartOf:"Econometric Institute research papers"
~subject:"USA"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Volatilität
USA
Estimation
61
Schätzung
61
Volatility
22
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21
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19
Prognoseverfahren
19
ARCH model
15
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Bibliografie enthalten
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34
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McAleer, Michael
26
Chang, Chia-Lin
9
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Ravazzolo, Francesco
3
Chen, Chi-chung
2
Dijk, Herman K. van
2
Franses, Philip Hans
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Hafner, Christian M.
1
Heij, Christiaan
1
Ishida, Isao
1
Lim, Christine
1
Martens, Martin
1
Oya, Kosuke
1
Paap, Richard
1
Roengchai Tansuchat
1
Singh, Abhay Kumar
1
Thompson, Mark A.
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
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Econometrisch Instituut <Rotterdam>
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Working paper / National Bureau of Economic Research, Inc.
1,499
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425
Discussion paper / Centre for Economic Policy Research
414
CESifo working papers
205
Working paper
171
Finance and economics discussion series
169
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91
Discussion paper
89
Kiel working paper
65
Staff reports / Federal Reserve Bank of New York
64
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59
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56
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53
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53
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49
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48
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48
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48
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46
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37
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37
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37
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29
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28
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28
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27
Working paper series
27
Discussion papers in economics
24
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24
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23
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1
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
9
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/10009619566
Saved in:
10
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
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