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GFC-robust risk management und...
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Estimation
Volatility
329
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300
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237
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220
Theory
220
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211
Schätzung
165
Welt
154
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71
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69
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McAleer, Michael
158
Chang, Chia-Lin
61
Asai, Manabu
26
Allen, David E.
22
Franses, Philip Hans
10
Khamkaew, Thanchanok
10
Pérez Amaral, Teodosio
10
Singh, Abhay Kumar
10
Medeiros, Marcelo C.
8
Scharth, Marcel
8
Tansuchat, Roengchai
8
Martinet, Guillaume Gaetan
6
Oxley, Les
6
Powell, Robert
6
Caporin, Massimiliano
5
Hammoudeh, Shawkat
5
Roengchai Tansuchat
5
Chan, Felix
4
Chen, Li-Hsueh
4
Hafner, Christian M.
4
Hsu, Hui-Kuang
4
Ishida, Isao
4
Jimenez-Martin, Juan-Angel
4
Oya, Kosuke
4
Yuan, Yuan
4
Chen, Chi-chung
3
Gill, Len
3
Hammoudeh, Shawkat M.
3
Lim, Christine
3
McKenzie, Colin
3
Thompson, Mark A.
3
Aree Wiboonpongse
2
Chaovanapoonphol, Yaovarate
2
Chen, Chi-Chung
2
Iriondo, Iñaki
2
Kunitomo, Naoto
2
Nishiyama, Yoshihiko
2
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2
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2
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4
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3
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3
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2
International journal of forecasting
2
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2
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2
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The econometrics journal
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1
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Governance of communication networks : connecting societies and markets with IT ; with 55 tables
1
Handbook of applied econometrics and statistical inference
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1
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1
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1
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1
KIER Working Papers
1
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1
The Korean economic review
1
Tinbergen Institute Discussion Paper
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
159
RePEc
4
EconStor
1
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1
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
5
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
6
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
;
Smith, Jeremy
-
1993
Persistent link: https://www.econbiz.de/10000871952
Saved in:
7
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
8
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
9
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
10
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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