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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Economic review"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Working paper"
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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
2
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:
3
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
4
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:
5
Information asymmetry, market segmentation and cross-listing : implications for event study methodology
Gu, Lulu
;
Reed, W. Robert
-
2012
Persistent link: https://www.econbiz.de/10009562961
Saved in:
6
Chinese overseas M&A performance and the go global policy
Gu, Lulu
;
Reed, W. Robert
-
2012
Persistent link: https://www.econbiz.de/10009562964
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