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~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~language:"slv"
~language:"swe"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Volatilität
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McAleer, Michael
12
Chang, Chia-Lin
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Asai, Manabu
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Kang, Wensheng
2
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2
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2
Allen, David E.
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Anh The Vo
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Bannouh, Karim
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Duc Hong Vo
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1
Fernández-Villaverde, Jesús
1
Gupta, Rangan
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Hammoudeh, Shawkat M.
1
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1
Ilomäki, Jukka
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Larsen, Vegard Høghaug
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Laurila, Hannu
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1
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747175
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
Global commodity prices and global stock volatility shocks : effects across countries
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2017
Persistent link: https://www.econbiz.de/10011747776
Saved in:
5
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2016
Persistent link: https://www.econbiz.de/10011756478
Saved in:
6
Search complementarities, aggregate fluctuations, and fiscal policy
Fernández-Villaverde, Jesús
;
Mandelman, Federico S.
; …
-
2022
Persistent link: https://www.econbiz.de/10013465983
Saved in:
7
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
9
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
10
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
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