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~isPartOf:"Applied economics"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Ma, Feng
7
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6
Tiwari, Aviral Kumar
5
Umar, Zaghum
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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1
Volatility
spillover and multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
2
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
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