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subject:"EU countries"
type_genre:"Working Paper"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Konjunktur"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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EU countries
Konjunktur
Theory
Volatility
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
World
2
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
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Behavioral economics
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Demand
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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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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
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
36
Institut für Weltwirtschaft
27
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
11
Federal Reserve System / Division of Research and Statistics
10
University of Reading / Department of Economics
10
Centre for Economic Performance
9
Institut für Höhere Studien
9
International Monetary Fund
9
National Bureau of Economic Research
9
Deutsches Institut für Wirtschaftsforschung
8
Centre for Analytical Finance <Århus>
7
Centre for Economic Policy Research
7
Trinity College Dublin / Department of Economics
7
University of Exeter / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Zentrum für Europäische Wirtschaftsforschung
7
Australian National University / Faculty of Economics and Commerce
6
Hamburgisches Welt-Wirtschafts-Archiv
6
Innocenzo Gasparini Institute for Economic Research <Mailand>
6
Institute of European Finance <Bangor, Gwynedd>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Center for Economic Research <Tilburg>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
European University Institute / Department of Economics
5
Federal Reserve Bank of San Francisco
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
The Wharton Financial Institutions Center
5
Umeå universitet
5
University of Dundee / Department of Economic Studies
5
University of Glasgow / Department of Economics
5
University of Otago / Commerce Division
5
University of Waterloo / Department of Economics
5
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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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