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~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"Österreichisches Institut für Wirtschaftsforschung"
~subject:"Estimation"
~subject:"Forecasting model"
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Forecasting model
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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
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Determinants of bank profitability in Austria : a micro-macro approach
Hahn, Franz R.
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2005
Persistent link: https://www.econbiz.de/10003025658
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