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subject:"Arbeitslosigkeit"
type_genre:"Arbeitspapier"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Bibliografie"
~type_genre:"Bibliography included"
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Arbeitslosigkeit
USA
Volatility
Welt
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
World
2
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
1
Behavioral economics
1
Commodity derivative
1
Demand
1
Efficient market hypothesis
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Effizienzmarkthypothese
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Islam
1
Islamic countries
1
Islamische Staaten
1
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6
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Arbeitspapier
Bibliografie
Bibliography included
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6
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6
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6
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English
6
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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
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
Forschungsinstitut zur Zukunft der Arbeit
103
National Bureau of Economic Research
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Institut für Weltwirtschaft
26
Federal Reserve Bank of St. Louis
21
Federal Reserve Bank of San Francisco
16
Federal Reserve Bank of Cleveland
14
Federal Reserve Bank of New York
13
Johns Hopkins University / Department of Economics
13
Zentrum für Europäische Wirtschaftsforschung
12
Internationaler Währungsfonds / Research Department
11
University of Hong Kong / School of Economics and Finance
10
Federal Reserve Bank of Chicago
9
Georgetown University / Economics Department
9
William Davidson Institute <Ann Arbor, Mich.>
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve System / Division of Research and Statistics
8
Institute of Finance and Accounting <London>
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Boston College / Department of Economics
7
Centre for Economic Performance
7
Centre for Economic Policy Research
7
Federal Reserve Bank of Richmond
7
John F. Kennedy School of Government
7
The Wharton Financial Institutions Center
7
Birkbeck College / Department of Economics
6
Center for Economic Research <Tilburg>
6
Center for the Study of Industrial Organisation
6
International Monetary Fund
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
Federal Reserve System / Board of Governors
5
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Inter-American Development Bank / Research Department
5
Massachusetts Institute of Technology / Department of Economics
5
Maxwell Graduate School of Citizenship and Public Affairs
5
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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
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:
3
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:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
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