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~institution:"Centre d'Etudes Prospectives et d'Informations Internationales"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~subject:"Internationale Wirtschaft"
~subject:"Prognoseverfahren"
~subject:"Spieltheorie"
~type_genre:"Arbeitspapier"
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Internationale Wirtschaft
Prognoseverfahren
Spieltheorie
Volatility
11
Volatilität
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Theorie
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Theory
10
ARCH model
8
ARCH-Modell
8
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7
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McAleer, Michael
7
Caporin, Massimiliano
4
Asai, Manabu
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Cadsby, Charles Bram
1
Chang, Chia-Lin
1
Franses, Philip Hans
1
Gaulier, Guillaume
1
Lemoine, Françoise
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Medeiros, Marcelo C.
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Centre d'Etudes Prospectives et d'Informations Internationales
University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
21
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Queen Mary College / Department of Economics
4
Belgien / Bureau du Plan
2
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
2
Sackler Institute of Economic Studies <Tēl-Āvîv>
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Indian Council for Research on International Economic Relations
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China’s foreign trade in the perspective of a more balanced economic growth
Gaulier, Guillaume
-
2011
Persistent link: https://www.econbiz.de/10009377830
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
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
5
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
6
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
7
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
8
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
9
Gender and generosity : does degree of anonymity or group gender composition matter?
Cadsby, Charles Bram
;
Servátka, Maros̆
;
Song, Fei
-
2009
Persistent link: https://www.econbiz.de/10008669711
Saved in:
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