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~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~person:"Kiss, Tamás"
~person:"Sørensen, Carsten"
~source:"econis"
~subject:"Modellierung"
~type_genre:"Non-commercial literature"
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Modellierung
Estimation
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Time series analysis
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Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
Kiss, Tamás
Sørensen, Carsten
McAleer, Michael
5
Ahmadi, Maryam
1
Baillie, Richard
1
Calonaci, Fabio
1
Casoli, Chiara
1
Chan, Felix
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Crespo Cuaresma, Jesús
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Kose, M. Ayhan
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Manera, Matteo
1
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Ogórek, Szymon
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Otrok, Christopher M.
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Owyang, Michael T.
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Oxley, Les
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Pérez Amaral, Teodosio
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Roengchai Tansuchat
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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:
2
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:
3
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
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