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~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~person:"Schjelderup, Guttorm"
~type_genre:"Non-commercial literature"
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Theorie
75
Theory
75
Volatility
52
Volatilität
52
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36
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McAleer, Michael
Schjelderup, Guttorm
Caporale, Guglielmo Maria
136
Stulz, René M.
123
Minford, Patrick
101
Kamihigashi, Takashi
92
Sunstein, Cass R.
92
Imai, Katsushi S.
89
Hayo, Bernd
86
Salvanes, Kjell G.
78
Chang, Chia-Lin
77
Reed, W. Robert
71
Bebchuk, Lucian A.
70
Wagner, Joachim
70
Kaplow, Louis
66
Henrekson, Magnus
65
Peydró, José-Luis
65
Herings, Peter Jean-Jacques
64
Chiarella, Carl
63
Madlener, Reinhard
63
Arruñada, Benito
58
Galí, Jordi
58
Gil-Alaña, Luis A.
58
Shavell, Steven
58
Tungodden, Bertil
57
Gupta, Rangan
56
Nijkamp, Peter
55
Ramseyer, J. Mark
53
Snower, Dennis J.
53
Tyers, Rodney
53
Czarnitzki, Dirk
52
Cappelen, Alexander W.
50
Gaiha, Raghav
50
Meenagh, David
49
Allen, David E.
48
Broll, Udo
48
Veugelers, Reinhilde
48
Weisbach, Michael S.
48
White, Lawrence J.
48
Acharya, Viral V.
47
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23
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8
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1
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ECONIS (ZBW)
252
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71
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
72
Financial credit risk and core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011868778
Saved in:
73
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
74
Size, internationalization and university rankings : evaluating and predicting times higher education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2019
-
Revised: March 2019
Persistent link: https://www.econbiz.de/10011986990
Saved in:
75
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
76
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
77
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
78
Modelling the asymmetric volatility in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
Saved in:
79
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
80
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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