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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International review of economics & finance : IREF"
~person:"Herwartz, Helmut"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Konjunktur"
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Volatility
Yield curve
Konjunktur
Estimation
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Time series analysis
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Volatilität
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1999-2007
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Biofuel
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Herwartz, Helmut
Koopman, Siem Jan
McAleer, Michael
Xuan Vinh Vo
4
Brooks, Robert
3
Kang, Sang Hoon
3
Wang, Yudong
3
Yin, Libo
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Balcilar, Mehmet
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Caporin, Massimiliano
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International review of economics & finance : IREF
Discussion paper / Tinbergen Institute
34
Econometric Institute research papers
21
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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