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subject:"Schätzung"
~isPartOf:"Working paper"
~person:"Kang, Boda"
~person:"McAleer, Michael"
~person:"McDonald, John F."
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Schätzung
Commodity derivative
12
Rohstoffderivat
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Oil price
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Spillover effect
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1994-2009
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Kang, Boda
McAleer, Michael
McDonald, John F.
Białkowski, Je̜drzej
2
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Baldi, Lucia
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Behmiri, Niaz Bashiri
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Casoli, Chiara
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Etebari, Ahmad
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Fernández, Andrés
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Koeman, Jan
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Lucchetti, Riccardo
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Manera, Matteo
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Rai, Durgesh K.
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Schmitt-Grohé, Stephanie
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Uribe, Martín
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Valenti, Daniele
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Wisniewski, Tomasz Piotr
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University of Canterbury / Dept. of Economics and Finance
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Working paper
Econometric Institute research papers
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Journal of urban economics
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Energy economics
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The journal of real estate finance and economics
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29th International Conference of the French Finance Association (AFFI) 2012
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Applied financial economics
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of regional science
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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Regional science & urban economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Special issue on historical research on real estate issues
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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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
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