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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Risk"
~subject:"VAR model"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688576
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2
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
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2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
4
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
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2011
Persistent link: https://www.econbiz.de/10009413631
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