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institution:"University of Canterbury / Dept. of Economics and Finance"
subject:"Share price"
~institution:"Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration"
~subject:"Stochastischer Prozess"
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Share price
Stochastischer Prozess
Estimation
9
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9
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3
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McAleer, Michael
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Białkowski, Je̜drzej
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University of Canterbury / Dept. of Economics and Finance
Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
National Bureau of Economic Research
117
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
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4
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3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Österreichisches Institut für Wirtschaftsforschung
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Großbritannien / Parliament / House of Commons / Home Affairs Committee
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Institute of European Finance <Bangor, Gwynedd>
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Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
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2
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ECONIS (ZBW)
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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
Evidence
1975
Persistent link: https://www.econbiz.de/10001756378
Saved in:
6
Evidence
1977
Persistent link: https://www.econbiz.de/10003266670
Saved in:
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