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~isPartOf:"Working paper"
~person:"Guo, Hui"
~person:"McAleer, Michael"
~person:"Mignon, Valérie"
~subject:"Schätzung"
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Search: ("Konjunktur" OR "Konjunkturpolitik" OR "USA" OR "Wahl" OR "Zentralbank") AND NOT isPartOf:Wirtschaftsdienst
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Schätzung
USA
34
United States
34
Volatility
15
Volatilität
15
Estimation
14
Capital income
12
Kapitaleinkommen
12
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10
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Cointegration
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Commodity derivative
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Kointegration
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4
Spillover-Effekt
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Working Paper
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English
14
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Guo, Hui
McAleer, Michael
Mignon, Valérie
Mumtaz, Haroon
8
Owyang, Michael T.
7
Karanassou, Marika
6
Neely, Christopher J.
5
Sala, Hector
5
Theodoridis, Konstantinos
5
Bénassy-Quéré, Agnès
4
Lahrèche-Révil, Amina
4
Nyholm, Ken
4
Scharler, Johann
4
Zweifel, Peter
4
Escribano, Álvaro
3
Fontagné, Lionel
3
Honoré, Peter
3
Kapetanios, George
3
Kwapil, Claudia
3
Mas, Alexandre
3
Savickas, Robert
3
Snower, Dennis J.
3
Österholm, Pär
3
Altshuler, Rosanne
2
Asai, Manabu
2
Bloom, Nicholas
2
Boulhol, Hervé
2
Chang, Chia-Lin
2
Coudert, Virginie
2
Coughlin, Cletus Charles
2
Francis, Neville
2
Gaulier, Guillaume
2
Guidolin, Massimo
2
Hernández-Murillo, Rubén
2
Kaufmann, Sylvia
2
Kiss, Tamás
2
McCracken, Michael W.
2
Méjean, Isabelle
2
Nguyen, Hoang
2
Piger, Jeremy Max
2
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Federal Reserve Bank of St. Louis
3
University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
3
Econometric reviews
2
Economic modelling
2
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2
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1
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1
Finance : revue de l'Association Française de Finance
1
International review of economics & finance : IREF
1
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1
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1
Journal of econometrics
1
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1
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1
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1
Oxford bulletin of economics and statistics
1
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1
Revue d'économie politique
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ECONIS (ZBW)
14
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1
Time series modelling of tourism demand from the
USA
, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
2
Nonlinearity of the inflation-output trade-off and time-varying price rigidity
López-Villavicencio, Antonia
;
Mignon, Valérie
-
2013
Persistent link: https://www.econbiz.de/10009789410
Saved in:
3
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:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
5
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
6
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:
7
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:
8
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
9
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
10
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
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