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subject:"Schock"
subject:"Volatilität"
~institution:"Bonn Graduate School of Economics"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Deutschland"
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Schock
Volatilität
Deutschland
Estimation
24
Schätzung
24
Volatility
9
Germany
8
USA
8
United States
8
Theorie
7
Theory
7
Börsenkurs
4
Großbritannien
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2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
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17
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17
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Non-commercial literature
16
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English
17
Author
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McAleer, Michael
4
Grund, Christian
3
Lazarov, Zdravetz
2
Asai, Manabu
1
Assenmacher-Wesche, Katrin
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Dumas, Bernard
1
Etebari, Ahmad
1
Fleming, Jeff
1
Ghertman, Michel
1
Hain, Roland
1
Ishida, Isao
1
Lan Fen Chu
1
Mitra, Manipushpak
1
Oya, Kosuke
1
Quélin, Bertrand V.
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Rockinger, Michael
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Sliwka, Dirk
1
Urga, Giovanni
1
Whaley, Robert E.
1
Wisniewski, Tomasz Piotr
1
Yashiv, Eran
1
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Bonn Graduate School of Economics
Chambre de commerce et d'industrie de Paris
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
224
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Zentrum für Europäische Wirtschaftsforschung
51
Springer Fachmedien Wiesbaden
45
Institut für Weltwirtschaft
33
Deutsches Institut für Wirtschaftsforschung
28
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
17
Verlag Dr. Kovač
17
Friedrich-Schiller-Universität Jena
16
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
14
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
14
Christian-Albrechts-Universität zu Kiel
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Deutschland / Bundeswehr / Universität Hamburg
8
Ifo Institut
8
Universität Mannheim
8
Shaker Verlag
7
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
7
Universität Augsburg / Institut für Volkswirtschaftslehre
7
Agricultural Land Markets - Efficiency and Regulation
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institut für Arbeitsmarkt- und Berufsforschung
6
Peter Lang GmbH
6
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Board of Governors
5
International Monetary Fund
5
Internationaler Währungsfonds / Research Department
5
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
5
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Eric Cuvillier <Firma>
4
Federal Reserve Bank of Cleveland
4
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
4
Universität Greifswald / Rechts- und Staatswissenschaftliche Fakultät
4
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Published in...
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Bonn Econ Discussion Papers / BGSE
7
Working paper
6
Les cahiers de recherche / HEC Paris
4
Source
All
ECONIS (ZBW)
17
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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
Severance payments for dismissed employees in Germany
Grund, Christian
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001997863
Saved in:
5
Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
Saved in:
6
Distribution of trading activity across strike prices in the DAX index options market
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040448
Saved in:
7
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:
8
Monetary policy in Europe : evidence from time-varying taylor rules
Assenmacher-Wesche, Katrin
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984319
Saved in:
9
"The further we stretch the higher the sky" : on the impact of wage increases on job satisfaction
Grund, Christian
(
contributor
);
Sliwka, Dirk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828757
Saved in:
10
The wage policy of firms : comparative evidence for the US and Germany from personnel data
Grund, Christian
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828706
Saved in:
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