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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Kraus, Sascha"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Kraus, Sascha
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ECONIS (ZBW)
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It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
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2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
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3
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
4
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
multivariate international tourism demand and volatility. Tourism
Management
26, 459-471. Engle, R.F. 2002. Dynamic conditional …
Persistent link: https://www.econbiz.de/10003780792
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