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~isPartOf:"Working paper"
~language:"eng"
~language:"lit"
~person:"McAleer, Michael"
~person:"Mumtaz, Haroon"
~subject:"Alternative Ökonomie"
~subject:"Business model"
~subject:"Corporate Social Responsibility"
~subject:"Corporate social responsibility"
~subject:"Estimation"
~subject:"Japan"
~subject:"Shock"
~subject:"USA"
~type_genre:"Graue Literatur"
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McAleer, Michael
Mumtaz, Haroon
Chang, Chia-Lin
15
Neely, Christopher J.
14
Owyang, Michael T.
14
Wall, Howard J.
14
Guo, Hui
13
Piger, Jeremy Max
13
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12
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12
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12
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11
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9
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9
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9
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9
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8
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7
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7
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6
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6
Bénassy-Quéré, Agnès
5
DiCecio, Riccardo
5
Fontagné, Lionel
5
Gavin, William T.
5
Kim, Chang-jin
5
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5
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5
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4
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4
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4
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4
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4
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ECONIS (ZBW)
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11
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
12
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:
13
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
14
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
15
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
16
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
17
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:
18
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
19
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
20
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
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