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~institution:"Centre of Policy Studies and Impact Project (COPS), Victoria University"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Anderson, Kym"
~person:"Evans, Lewis T."
~person:"McAleer, Michael"
~subject:"USA"
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Anderson, Kym
Evans, Lewis T.
McAleer, Michael
Asai, Manabu
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Centre of Policy Studies and Impact Project (COPS), Victoria University
University of Canterbury / Dept. of Economics and Finance
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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
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2
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:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
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