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type_genre:"Working Paper"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Islam"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Estimation theory
Estimation
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7
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3
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3
Börsenkurs
3
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3
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McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
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1
Etebari, Ahmad
1
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Lan Fen Chu
1
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1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
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1
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
85
National Bureau of Economic Research
80
Zentrum für Europäische Wirtschaftsforschung
68
Ekonomiska forskningsinstitutet <Stockholm>
59
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
38
Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
28
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
20
Trinity College Dublin / Department of Economics
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Federal Reserve System / Division of Research and Statistics
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Österreichisches Institut für Wirtschaftsforschung
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International Monetary Fund
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15
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15
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14
Maxwell Graduate School of Citizenship and Public Affairs
14
National Institute of Economic and Social Research
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Queen Mary College / Department of Economics
14
University of Hong Kong / School of Economics and Finance
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
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:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
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