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subject:"Kapitaleinkommen"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Financial crisis"
~subject:"Volatilität"
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Kapitaleinkommen
Financial crisis
Volatilität
Estimation
17
Schätzung
17
USA
11
United States
11
Volatility
7
Börsenkurs
6
Share price
6
Capital income
5
ARCH model
3
ARCH-Modell
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1973-1998
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1982-1993
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CAPM
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Spillover effect
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Spillover-Effekt
2
Stochastic process
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Welt
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1933-2007
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1989-2007
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2000-2010
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2001-2011
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Asia
1
Asien
1
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1
Behavioral economics
1
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10
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10
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10
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English
10
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McAleer, Michael
4
Karolyi, G. Andrew
2
Stulz, René M.
2
Asai, Manabu
1
Bae, Kee-hong
1
Bartram, Söhnke M.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Griffin, John M.
1
Grinblatt, Mark
1
Han, Bing
1
Ishida, Isao
1
Lan Fen Chu
1
Nardari, Federico
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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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
199
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
9
Federal Reserve Bank of St. Louis
6
Birkbeck College / Department of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Verlag Dr. Kovač
4
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Springer Fachmedien Wiesbaden
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Nationalekonomiska Institutionen <Göteborg>
2
Queen Mary College / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Essex / Department of Economics
2
University of Reading / Department of Economics
2
Universität Mannheim
2
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Working paper
6
Fisher College of Business working paper series
4
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ECONIS (ZBW)
10
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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
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
6
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
7
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
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:
10
A new approach to measuring financial contagion
Bae, Kee-hong
(
contributor
);
Karolyi, G. Andrew
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522540
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