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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
Estimation theory
Oil price
Prognoseverfahren
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Volatility
11
Volatilität
11
Estimation
6
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2003-2008
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Hammoudeh, Shawkat
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
151
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Federal Reserve Bank of St. Louis
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Rodney L. White Center for Financial Research
6
Svenska Handelshögskolan <Helsinki>
6
Centre for Growth and Business Cycle Research <Manchester>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
4
Chambre de commerce et d'industrie de Paris
4
Federal Reserve Bank of New York
4
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of San Francisco
3
Institute of Finance and Accounting <London>
3
The Wharton Financial Institutions Center
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Division of Research and Statistics
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
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New York Stock Exchange
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
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
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
4
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
6
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
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