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~isPartOf:"Working paper"
~language:"eng"
~person:"Allen, David E."
~person:"Das, Kuntal K."
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~subject:"Spillover-Effekt"
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Börsenkurs
Spillover-Effekt
Volatility
40
Volatilität
40
Welt
32
World
32
Estimation
27
Schätzung
27
ARCH model
26
ARCH-Modell
26
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25
Prognoseverfahren
25
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24
Theory
24
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20
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20
Risikomaß
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18
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17
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14
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14
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14
United States
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Kapitaleinkommen
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English
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Allen, David E.
Das, Kuntal K.
McAleer, Michael
Guo, Hui
7
Chang, Chia-Lin
6
Anderson, Warwick
3
Białkowski, Je̜drzej
3
Bordo, Michael D.
3
Savickas, Robert
3
Wheelock, David C.
3
Bénassy-Quéré, Agnès
2
Dang, Huong
2
Dueker, Michael
2
Heimonen, Kari
2
Hsu, Hui-kuang
2
Khamkaew, Thanchanok
2
König, Michael D.
2
Neely, Christopher J.
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Wagner, Moritz
2
Wei, Xiaopeng
2
Yaghoubi, Mona
2
Zimmermann, Christian
2
Aguiar, Luis
1
Allena, David E.
1
Amrama, Ron
1
Anagnostopoulos, Alexios
1
Atesagaoglu, Orhan Erem
1
Boldrin, Michele
1
Chen, Long
1
Cimadomo, Jacopo
1
Estola, Matti
1
Etebari, Ahmad
1
Faraglia, Elisa
1
Fratzscher, Marcel
1
Fredslund Møller, Pedder
1
Gagnepain, Philippe
1
Gefang, Deborah
1
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University of Canterbury / Dept. of Economics and Finance
3
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Working paper
School of Accounting, Finance and Economics & FEMARC working paper series
9
Econometric Institute research papers
5
2007 Business & Economics Society International Conference ; Vol. 2
1
Applied economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
Working paper series / School of Economics and Finance, Curtin University of Technology
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ECONIS (ZBW)
17
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1
Migration fear and stock price crash risk
Das, Kuntal K.
;
Yaghoubi, Mona
-
2024
Persistent link: https://www.econbiz.de/10014470455
Saved in:
2
Stock liquidity and firm-level political risk
Das, Kuntal K.
;
Yaghoubi, Mona
-
2022
Persistent link: https://www.econbiz.de/10013545816
Saved in:
3
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:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
10
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
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