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subject:"Transaction costs"
type_genre:"Bibliography included"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Share price"
~subject:"Unemployment"
~subject:"United States"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles written by one author"
~type_genre:"Working Paper"
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Forschungsinstitut zur Zukunft der Arbeit
88
National Bureau of Economic Research
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
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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
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2
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:
3
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:
4
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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