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subject:"Schock"
subject:"Volatilität"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Institute of Finance and Accounting <London>"
~institution:"Maxwell Graduate School of Citizenship and Public Affairs"
~institution:"National Bureau of Economic Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Strathclyde / Department of Economics"
~isPartOf:"Working paper"
~subject:"Anlageverhalten"
~subject:"Arbeitsuche"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"United States"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie"
~type_genre:"Gutachten"
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Schock
Volatilität
Anlageverhalten
Arbeitsuche
Estimation
Kapitaleinkommen
Stochastischer Prozess
United States
Welt
Schätzung
7
Volatility
6
ARCH model
3
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Index construction
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
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Aarhus Universitet / Afdeling for Nationaløkonomi
Institute of Finance and Accounting <London>
Maxwell Graduate School of Citizenship and Public Affairs
National Bureau of Economic Research
University of Canterbury / Dept. of Economics and Finance
University of Strathclyde / Department of Economics
Federal Reserve Bank of St. Louis
26
Queen Mary College / Department of Economics
14
Universität Zürich / Sozialökonomisches Institut
7
Cornell University / Cornell Food and Nutrition Policy Program
4
Indian Council for Research on International Economic Relations
2
Universität Zürich / Sozialökonomisches Seminar
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NBER working paper series
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IFA working paper
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14
Strathclyde discussion papers in economics
11
Economics working paper
6
Working papers / National Bureau of Economic Research, Inc.
2
National Bureau of Economic Research conference report
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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
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
7
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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