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~isPartOf:"Working paper"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Lahaye, Jérôme"
~person:"McAleer, Michael"
~subject:"Capital income"
~type_genre:"Working Paper"
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Search: subject_exact:"Volatility"
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Capital income
Volatility
43
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43
ARCH model
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Clements, Adam
Engle, Robert F.
Lahaye, Jérôme
McAleer, Michael
Chang, Chia-Lin
5
Roengchai Tansuchat
3
Guo, Hui
2
Hammoudeh, Shawkat
2
Jakobsen, Jan Bo
2
Kayal, Parthajit
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Manera, Matteo
2
Neely, Christopher J.
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Nguyen, Hoang
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Raunig, Burkhard
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Skiadopoulos, George
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1
Allen, David E.
1
Asai, Manabu
1
Asai, Manuabu
1
Baillie, Richard
1
Batra, Amita
1
Białkowski, Je̜drzej
1
Bodnar, Taras
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Bouamara, Nabil
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Boudt, Kris
1
Caporin, Massimiliano
1
Chen, Long
1
Erdemlioglu, Deniz
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Etebari, Ahmad
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Fournier, Mathieu
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Giovannini, Massimo
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Gourier, Elise
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Grasso, Margherita
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Han, Young Wook
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Hirakiy, Kazuhiro
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Hsu, Hui-kuang
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Jacobs, Kris
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Karlsson, Sune
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ECONIS (ZBW)
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The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
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:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
8
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
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