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type_genre:"Working Paper"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Wolters, Jürgen"
~subject:"Monetary policy"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Monetary policy
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Estimation
31
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13
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9
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McAleer, Michael
Wolters, Jürgen
Mumtaz, Haroon
18
Theodoridis, Konstantinos
8
Gil-Alaña, Luis A.
7
Neely, Christopher J.
7
Kapetanios, George
6
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5
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5
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5
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4
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4
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4
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4
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4
Theophilopoulou, Angeliki
4
Belke, Ansgar
3
Blazsek, Szabolcs
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Fengler, Matthias R.
3
Hafner, Christian M.
3
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3
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3
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3
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3
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3
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3
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2
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2
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2
Bandyopadhyay, Subhayu
2
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2
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2
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2
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4
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3
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Discussion papers of interdisciplinary research project 373
Working paper
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22
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12
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3
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2
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ECONIS (ZBW)
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On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
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:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
8
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:
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/10009562985
Saved in:
10
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:
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