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subject:"Schock"
subject:"Volatilität"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Arbeitsuche"
~subject:"Capital income"
~subject:"Stochastischer Prozess"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Gutachten"
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Schock
Volatilität
Arbeitsuche
Capital income
Stochastischer Prozess
United States
Estimation
24
Schätzung
24
Volatility
7
Theorie
6
Theory
6
ARCH model
4
ARCH-Modell
4
Arbeitslosigkeit
4
USA
4
Unemployment
4
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3
Börsenkurs
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Dauer
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Denmark
3
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Kapitaleinkommen
3
Labour mobility
3
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Stochastic process
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Welt
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World
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Auslandsinvestition
2
Cointegration
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2
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Großbritannien
2
Japan
2
Job search
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Microeconometrics
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Mikroökonometrie
2
Prognoseverfahren
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Gutachten
Graue Literatur
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English
10
Author
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McAleer, Michael
4
Koop, Gary
2
Rosholm, Michael
2
Svarer, Michael
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Campolieti, Michele
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Gefang, Deborah
1
Ishida, Isao
1
Jochmann, Markus
1
Lan Fen Chu
1
Leon-Gonzalez, Roberto
1
Munch, Jacob Roland
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Strachan, Rodney W.
1
Wisniewski, Tomasz Piotr
1
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Aarhus Universitet / Afdeling for Nationaløkonomi
University of Canterbury / Dept. of Economics and Finance
University of Strathclyde / Department of Economics
Forschungsinstitut zur Zukunft der Arbeit
84
National Bureau of Economic Research
55
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Federal Reserve Bank of St. Louis
21
Institut für Weltwirtschaft
19
Federal Reserve Bank of San Francisco
15
Johns Hopkins University / Department of Economics
14
Federal Reserve Bank of Cleveland
13
Federal Reserve Bank of New York
11
Federal Reserve System / Division of Research and Statistics
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of Chicago
9
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Centre for Economic Performance
7
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Rodney L. White Center for Financial Research
7
The Wharton Financial Institutions Center
7
University of Hong Kong / School of Economics and Finance
7
Birkbeck College / Department of Economics
6
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Federal Reserve System / Board of Governors
6
Rutgers University / Department of Economics
6
Georgetown University / Economics Department
5
International Monetary Fund
5
Internationaler Währungsfonds / Research Department
5
John F. Kennedy School of Government
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
Massachusetts Institute of Technology / Department of Economics
5
Queen Mary College / Department of Economics
5
Bonn Graduate School of Economics
4
Centre for Analytical Finance <Århus>
4
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of Boston
4
Stanford Institute for Economic Policy Research
4
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Economics working paper
2
Strathclyde discussion papers in economics
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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
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
3
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
4
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:
5
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:
6
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:
7
Rent control and unemployment duration
Svarer, Michael
(
contributor
);
Rosholm, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776945
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
Structurally dependent competing risks
Rosholm, Michael
(
contributor
);
Svarer, Michael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001531640
Saved in:
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