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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Schätzung"
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Schätzung
Volatility
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Volatilität
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
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Chang, Chia-Lin
1
Chen, Chi-chung
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Ishida, Isao
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
233
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Federal Reserve Bank of St. Louis
10
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
4
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
4
Forschungsinstitut zur Zukunft der Arbeit
4
Queen Mary College / Department of Economics
4
Rodney L. White Center for Financial Research
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Türkiye Cumhuriyet Merkez Bankası
4
University of Exeter / Department of Economics
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Chambre de commerce et d'industrie de Paris
3
Eric Cuvillier <Firma>
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Institute of Finance and Accounting <London>
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Kansantaloustieteen Laitos <Tampere>
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National Institute of Economic and Social Research
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ECONIS (ZBW)
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1
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:
2
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
6
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:
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