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~isPartOf:"Working paper"
~person:"Baker, Scott"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"Estimation"
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Search: subject_exact:"Volatility"
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Estimation
Volatility
43
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43
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11
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Baker, Scott
Clements, Adam
Engle, Robert F.
McAleer, Michael
Mumtaz, Haroon
11
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Chang, Chia-Lin
3
Escribano, Álvaro
3
Nguyen, Hoang
3
Österholm, Pär
3
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Erdemlioglu, Deniz
2
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2
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2
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2
Kiss, Tamás
2
Laurent, Sébastien
2
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2
Manera, Matteo
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
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2
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2
Valenti, Daniele
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10
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5
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Forecasting volatility in the financial markets
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Handbook of applied econometrics and statistical inference
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ECONIS (ZBW)
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COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
5
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:
6
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
10
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:
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