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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Strathclyde / Department of Economics"
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Volatilität
Zeitreihenanalyse
Estimation
22
Schätzung
22
Volatility
9
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4
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4
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4
United States
4
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1933-2007
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McAleer, Michael
4
Asai, Manabu
1
Bandyopadhyay, Sanghamitra
1
Białkowski, Je̜drzej
1
Campolieti, Michele
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Cowell, Frank A.
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Cruces, Guillermo
1
Etebari, Ahmad
1
Gefang, Deborah
1
Ishida, Isao
1
Koop, Gary
1
Lan Fen Chu
1
Nagayasu, Jun
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
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Suntory-Toyota International Centre for Economics and Related Disciplines
University of Canterbury / Dept. of Economics and Finance
University of Strathclyde / Department of Economics
National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
11
Institut für Weltwirtschaft
8
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
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International Monetary Fund
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Australien / Bureau of Statistics
2
Bank of Canada
2
Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Eric Cuvillier <Firma>
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
Co-movements in real effective exchange rates : evidence from the dynamic hierarchical factor mode
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259016
Saved in:
2
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:
3
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
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4
Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
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5
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
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6
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:
7
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:
8
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:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
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