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~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
~institution:"Nobel Prize Committee"
~institution:"Solvay Brussels School of Economics and Management, Université Libre de Bruxelles"
~language:"eng"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Tirole, Jean"
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Kanbur, Ravi
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
Nobel Prize Committee
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
72
Department of Economics and Finance, College of Business and Economics
65
Center for Advanced Research in Finance, Faculty of Economics
33
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4
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2
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Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
to be similar to a wide range of financial stock market prices, so that the models used in financial
economics
, and hence …
Persistent link: https://www.econbiz.de/10009291888
Saved in:
2
Great Expectatrics: Great Papers, Great Journals, Great Econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
econometrics can be used as a template for other areas in
economics
, for other scientific disciplines, and as a benchmark for newer …
Persistent link: https://www.econbiz.de/10009141350
Saved in:
3
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
This paper proposes a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board of Exchange (CBOE) implied (or expected) volatility index (VIX)....
Persistent link: https://www.econbiz.de/10009142363
Saved in:
4
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
to be similar to a wide range of financial stock market prices, so that the models used in financial
economics
, and hence …
Persistent link: https://www.econbiz.de/10009194559
Saved in:
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