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~language:"eng"
~language:"ita"
~person:"Faff, Robert W."
~person:"Ghysels, Eric"
~person:"McAleer, Michael"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Australia"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australia
Finanzkrise
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Theorie
Estimation
111
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110
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40
Volatility
33
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33
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29
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24
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Faff, Robert W.
Ghysels, Eric
McAleer, Michael
Swanson, Norman R.
Gupta, Rangan
81
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
33
Pierdzioch, Christian
33
Ma, Feng
32
Narayan, Paresh Kumar
32
Wohar, Mark E.
31
Zaremba, Adam
29
McMillan, David G.
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Moosa, Imad A.
24
Wang, Yudong
24
Brooks, Robert
23
Zhang, Yaojie
23
Bahmani-Oskooee, Mohsen
21
Salisu, Afees A.
20
Balcilar, Mehmet
19
Apergēs, Nikolaos
18
Bollerslev, Tim
18
MacDonald, Ronald
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Creedy, John
16
Herwartz, Helmut
16
Jawadi, Fredj
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Koop, Gary
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Koopman, Siem Jan
16
Miller, Paul W.
16
Pesaran, M. Hashem
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Worthington, Andrew Charles
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Blundell, Richard W.
15
Nonejad, Nima
15
Peel, David
15
Taylor, Mark P.
15
Todorov, Viktor
15
Westerlund, Joakim
15
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14
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Journal of econometrics
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Econometric reviews
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International journal of forecasting
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Australian journal of management
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International review of economics & finance : IREF
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Handbook of applied econometrics and statistical inference
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Handbook of economic forecasting ; Volume 2A
1
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1
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1
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Pacific accounting review
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Pacific-Basin finance journal
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Papers in efficiency, effectiveness and international competitiveness
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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21
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
22
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
23
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
24
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
25
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
26
Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market
Faff, Robert W.
;
Gharghori, Philip
;
Nguyen, Annette
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 627-638
Persistent link: https://www.econbiz.de/10010432291
Saved in:
27
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
Saved in:
28
Forecasting real estate prices
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2013
Persistent link: https://www.econbiz.de/10011507020
Saved in:
29
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
30
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
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