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~institution:"Birkbeck College / Department of Economics"
~institution:"Committee on International Economic Policy and Reform"
~institution:"Internationaler Währungsfonds"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Eichengreen, Barry"
~person:"Gersbach, Hans"
~person:"Härdle, Wolfgang"
~person:"Joshi, Heather"
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~type_genre:"Graue Literatur"
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Caporale, Guglielmo Maria
Eichengreen, Barry
Gersbach, Hans
Härdle, Wolfgang
Joshi, Heather
McAleer, Michael
Snower, Dennis J.
Odling-Smee, John C.
24
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Committee on International Economic Policy and Reform
Internationaler Währungsfonds
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
58
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11
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7
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Anglo-German Foundation for the Study of Industrial Society
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Christian-Albrechts-Universität zu Kiel
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ECONIS (ZBW)
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1
Corporate debt in emerging economies : a threat to financial stability?
Acharya, Viral V.
;
Cecchetti, Stephen G.
;
De Gregorio, Jose
-
Committee on International Economic Policy and Reform
-
2015
Persistent link: https://www.econbiz.de/10011451102
Saved in:
2
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:
3
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:
4
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562982
Saved in:
5
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
6
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
7
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009413662
Saved in:
8
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:
9
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
10
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
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