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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"EU countries"
~subject:"Estimation"
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EU countries
Estimation
Volatility
10
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10
ARCH model
6
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6
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6
Neuseeland
6
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6
Prognoseverfahren
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Portfolio selection
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Portfolio-Management
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Risk measure
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Spillover-Effekt
3
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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University of Canterbury / Dept. of Economics and Finance
Institut für Weltwirtschaft
35
National Bureau of Economic Research
29
Forschungsinstitut zur Zukunft der Arbeit
28
Edward Elgar Publishing
20
National Institute of Economic and Social Research
20
Federal Reserve Bank of San Francisco
19
Federal Reserve Bank of St. Louis
19
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
15
University of Exeter / Department of Economics
15
University of Reading / Department of Economics
13
Institute of Finance and Accounting <London>
12
Odense universitet / Det Samfundsvidenskabelige fakultet
12
Universitat Pompeu Fabra / Departament d'Economia i Empresa
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Elinkeinoelämän Tutkimuslaitos
10
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
10
Johns Hopkins University / Department of Economics
10
University of Glasgow / Department of Economics
10
Europäische Kommission / Statistisches Amt
9
Nationaløkonomiske Instituttet <Århus>
9
European University Institute / Department of Economics
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Research Seminar in International Economics
7
Europäische Kommission / Generaldirektion Unternehmen und Industrie
6
Institut for Nationaløkonomi <Kopenhagen>
6
Centre for Economic Performance
5
European Foundation for the Improvement of Living and Working Conditions
5
Europäische Zentralbank
5
Svenska Handelshögskolan <Helsinki>
5
University of Connecticut / Department of Economics
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
African Economic Research Consortium
4
CARSA
4
Center for the Study of Industrial Organisation
4
Deutsches Institut für Wirtschaftsforschung
4
Europäische Investitionsbank
4
Federal Reserve Bank of Boston
4
Federal Reserve Bank of Cleveland
4
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
4
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
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