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~isPartOf:"Discussion paper"
~isPartOf:"Working paper"
~language:"dan"
~language:"eng"
~language:"kaz"
~language:"spa"
~person:"McAleer, Michael"
~person:"Thornton, Daniel L."
~person:"Vestergaard, Niels"
~subject:"Open market operations"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Fallstudiensammlung"
~type_genre:"Festschrift"
~type_genre:"Sammelwerk"
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Open market operations
Prognoseverfahren
Volatility
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McAleer, Michael
Thornton, Daniel L.
Vestergaard, Niels
Franses, Philip Hans
6
Guidolin, Massimo
6
Guo, Hui
6
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5
Chang, Chia-Lin
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Asai, Manabu
3
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3
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3
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3
Doz, Catherine
2
Gavin, William T.
2
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2
Kiss, Tamás
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Legerstee, Rianne
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Oxley, Les
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Piger, Jeremy Max
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ECONIS (ZBW)
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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
5
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
6
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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