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subject:"Japan"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatilität"
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Japan
Volatilität
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
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USA
3
United States
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Spillover effect
2
Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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Welt
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1933-2007
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1989-2007
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Index construction
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Indonesia
1
Indonesien
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International tourism
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Internationaler Tourismus
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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
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
114
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Institut für Weltwirtschaft
12
Forschungsinstitut zur Zukunft der Arbeit
4
Internationaler Währungsfonds / Research Department
4
Centre for Quantitative Economics & Computing
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Glasgow / Department of Economics
2
University of Strathclyde / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Zentrum für Europäische Wirtschaftsforschung
2
American Enterprise Institute for Public Policy Research
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Caisse des dépôts et consignations <Frankreich> / Service de la recherche
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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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