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subject:"Schock"
subject:"Volatilität"
~institution:"Centre for Economic Performance"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Strathclyde / Department of Economics"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
~type_genre:"Gutachten"
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Subject
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Schock
Volatilität
ARCH-Modell
Stochastischer Prozess
Estimation
47
Schätzung
47
Großbritannien
15
United Kingdom
15
Theorie
11
Theory
11
USA
7
United States
7
Volatility
7
Arbeitslosigkeit
6
Lohn
6
Unemployment
6
Wages
6
OECD countries
5
OECD-Staaten
5
ARCH model
4
Welt
4
World
4
Arbeitsuche
3
Beschäftigungseffekt
3
Börsenkurs
3
Capital income
3
Employment effect
3
Human capital
3
Humankapital
3
Job search
3
Kapitaleinkommen
3
Productivity
3
Produktivität
3
Share price
3
Stochastic process
3
Anreiz
2
Apprenticeship training
2
Arbeitsangebot
2
Arbeitsmarkt
2
Arbeitsmobilität
2
Arbeitsnachfrage
2
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Free
3
Type of publication
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Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Gutachten
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
McAleer, Michael
5
Chang, Chia-Lin
2
Koop, Gary
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Campolieti, Michele
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Gefang, Deborah
1
Ishida, Isao
1
Jochmann, Markus
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Leon-Gonzalez, Roberto
1
Maskin, Eric
1
Oya, Kosuke
1
Qian, Yingyi
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Strachan, Rodney W.
1
Wisniewski, Tomasz Piotr
1
Xu, Chenggang
1
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Institution
All
Centre for Economic Performance
University of Canterbury / Dept. of Economics and Finance
University of Strathclyde / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Institut für Weltwirtschaft
14
Forschungsinstitut zur Zukunft der Arbeit
6
National Bureau of Economic Research
6
Federal Reserve Bank of St. Louis
5
Queen Mary College / Department of Economics
4
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Australian National University / Faculty of Economics and Commerce
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of Richmond
2
Federal Reserve System / Division of Research and Statistics
2
Institute of European Finance <Bangor, Gwynedd>
2
Johns Hopkins University / Department of Economics
2
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
African Economic Research Consortium
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
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Published in...
All
Working paper
7
Strathclyde discussion papers in economics
2
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
1
Source
All
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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
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:
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
Incentives, scale economies and organizational form
Maskin, Eric
;
Qian, Yingyi
;
Xu, Chenggang
-
1997
Persistent link: https://www.econbiz.de/10000973213
Saved in:
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