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~institution:"Nuffield College"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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McAleer, Michael
10
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Chang, Chia-Lin
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Oxley, Les
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
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Boswijk, Herman Peter
1
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1
Chen, Ping-yu
1
Chib, Siddhartha
1
Doornik, Jurgen A.
1
Etebari, Ahmad
1
Graversen, Svend Erik
1
Greasley, David
1
Hendry, David F.
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Nakajima, Jouchi
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Omori, Yasuhiro
1
Oya, Kosuke
1
Rea, Alethea
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1
Reale, Marco
1
Scarrott, Carl
1
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Nuffield College
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
518
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
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24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
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9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
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Federal Reserve System / Board of Governors
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Institute of Finance and Accounting <London>
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Massachusetts Institute of Technology / Department of Economics
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ECONIS (ZBW)
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1
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Cliometrics and time series econometrics : some theory and applications
Greasley, David
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008695600
Saved in:
4
Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
5
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
6
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
7
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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