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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Andraz, Jorge M."
~person:"McAleer, Michael"
~person:"Xu, Weiju"
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Volatility
Estimation
32
Schätzung
32
Volatilität
18
ARCH model
12
ARCH-Modell
12
Forecasting model
12
Prognoseverfahren
12
Welt
11
World
11
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International tourism
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Internationaler Tourismus
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Taiwan
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Börsenkurs
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18
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Andraz, Jorge M.
McAleer, Michael
Xu, Weiju
Mumtaz, Haroon
11
Chang, Chia-Lin
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Xuan Vinh Vo
4
Asai, Manabu
3
Brooks, Robert
3
Caporin, Massimiliano
3
Escribano, Álvaro
3
Kang, Sang Hoon
3
Nguyen, Hoang
3
Yin, Libo
3
Österholm, Pär
3
Agarwalla, Sobhesh Kumar
2
Allen, David E.
2
Balcilar, Mehmet
2
Baldi, Lucia
2
Blazsek, Szabolcs
2
Chang, Kuang-Liang
2
Das, Debojyoti
2
Do, Hung Xuan
2
Ederington, Louis H.
2
Erdemlioglu, Deniz
2
Feng, Jiabao
2
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2
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2
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2
Kiss, Tamás
2
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2
Lai, Yu-Sheng
2
Laurent, Sébastien
2
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2
Lim, Kian-Guan
2
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University of Canterbury / Dept. of Economics and Finance
4
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International review of economics & finance : IREF
The journal of futures markets
Working paper
Econometric Institute research papers
21
Discussion paper / Tinbergen Institute
10
Econometric reviews
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
2
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
3
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
4
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:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
8
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:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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