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subject:"Schock"
subject:"Volatilität"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Aggregation"
~subject:"Arbeitsrecht"
~subject:"Asien"
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Schock
Volatilität
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Estimation
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McAleer, Michael
4
Alexandre, Xavier
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Dumas, Bernard
1
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1
Fleming, Jeff
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Griette, Eric
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Lan Fen Chu
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Rea, Alethea
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Rea, William
1
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1
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1
Roengchai Tansuchat
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1
Urga, Giovanni
1
Whaley, Robert E.
1
Wisniewski, Tomasz Piotr
1
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Chambre de commerce et d'industrie de Paris
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
176
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
13
Forschungsinstitut zur Zukunft der Arbeit
11
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5
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4
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3
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Gottfried Wilhelm Leibniz Universität Hannover
3
International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Queen Mary College / Department of Economics
3
Springer Fachmedien Wiesbaden
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Rodney L. White Center for Financial Research
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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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
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:
7
Risks, returns and opportunities in emerging markets
Alexandre, Xavier
;
Griette, Eric
-
1998
Persistent link: https://www.econbiz.de/10000997031
Saved in:
8
Aggregate labor market fluctuations : the interaction of shocks and frictions
Yashiv, Eran
-
1998
Persistent link: https://www.econbiz.de/10000987960
Saved in:
9
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
10
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
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